-5.7%
SEDG vs SM
+70.4%
-76.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -15.3% | +6.6% | -7.7% |
| 7D | +1.8% | -21.5% | +23.3% | +3.1% |
| 30D | -12.7% | -11.4% | -1.3% | -12.0% |
| 3M | -38.4% | +0.6% | -39.1% | -38.3% |
| 6M | -27.7% | +0.2% | -27.9% | -27.3% |
| YTD | +4.1% | +69.7% | -65.6% | +8.7% |
| 1Y | -5.7% | +71.6% | -77.2% | +2.2% |
| All | -5.7% | +70.4% | -76.0% | +2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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