+65.2%
SEDG vs SFM
+144.4%
-79.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.9% | -1.7% | +0.8% |
| 7D | +8.9% | -0.1% | +9.0% | +8.9% |
| 30D | +0.9% | -4.4% | +5.3% | +1.4% |
| 3M | -53.2% | +1.5% | -54.8% | -53.6% |
| 6M | -9.9% | +6.5% | -16.3% | -12.2% |
| YTD | +18.5% | +2.2% | +16.4% | +16.2% |
| 1Y | +0.1% | -41.9% | +42.0% | +7.8% |
| 3Y | -78.9% | +106.8% | -185.6% | -82.7% |
| 5Y | -88.0% | +231.6% | -319.6% | -91.4% |
| 10Y | +97.5% | +258.4% | -161.0% | +27.7% |
| All | +65.2% | +144.4% | -79.2% | -8.2% |
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