+17.6%
SEDG vs SFM
-46.0%
+63.6%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.8% | -6.4% | -5.5% |
| 7D | +1.4% | -10.6% | +12.0% | 0.0% |
| 30D | +8.3% | -15.5% | +23.8% | +6.1% |
| 3M | -40.7% | -17.4% | -23.2% | -42.1% |
| 6M | -3.9% | -3.4% | -0.5% | -5.0% |
| YTD | +20.2% | -8.7% | +28.9% | +17.8% |
| 1Y | +17.6% | -47.2% | +64.8% | -12.9% |
| All | +17.6% | -46.0% | +63.6% | -12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SFM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling