+15.2%
SEDG vs SFM
+56.4%
-41.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.2% | -2.0% |
| 7D | -13.3% | +6.0% | -19.4% | -14.0% |
| 30D | -21.9% | -19.5% | -2.4% | -20.1% |
| 3M | -25.9% | -37.0% | +11.1% | -21.6% |
| 6M | -44.2% | -41.0% | -3.2% | -40.8% |
| YTD | -17.3% | -34.6% | +17.3% | -14.4% |
| 1Y | -34.5% | -36.3% | +1.7% | -32.0% |
| 3Y | -66.7% | +24.5% | -91.2% | -70.9% |
| 5Y | -93.4% | +115.9% | -209.3% | -95.0% |
| 10Y | +78.7% | +139.5% | -60.9% | +21.1% |
| All | +15.2% | +56.4% | -41.1% | -32.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling