+100.2%
SEDG vs SHAK
+87.2%
+13.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +3.2% | -8.8% | -6.6% |
| 7D | +1.4% | -8.3% | +9.7% | +4.0% |
| 30D | +8.3% | -12.6% | +20.9% | +12.8% |
| 3M | -40.7% | +9.1% | -49.8% | -44.2% |
| 6M | -3.9% | -31.2% | +27.3% | +2.3% |
| YTD | +20.2% | -21.6% | +41.8% | +21.3% |
| 1Y | +17.6% | -38.8% | +56.4% | +29.6% |
| 3Y | -76.6% | +0.6% | -77.2% | -80.0% |
| 5Y | -87.1% | -22.5% | -64.6% | -88.6% |
| All | +100.2% | +87.2% | +13.0% | +6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 10y: compounded portfolio wealth divided by compounded SHAK 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…
10y analysis · Full analysis span regression · 6 months rolling