+112.2%
SEDG vs SM
+23.2%
+88.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.5% | +3.8% | +4.3% |
| 7D | +8.7% | +2.1% | +6.6% | +8.4% |
| 30D | +10.3% | +18.1% | -7.8% | +7.3% |
| 3M | -32.6% | +17.0% | -49.6% | -34.6% |
| 6M | -3.6% | +55.4% | -59.0% | -11.1% |
| YTD | +27.4% | +108.6% | -81.2% | +11.4% |
| 1Y | +24.9% | +45.7% | -20.7% | +15.3% |
| 3Y | -75.3% | -0.3% | -75.0% | -76.1% |
| 5Y | -86.3% | +113.0% | -199.4% | -88.2% |
| All | +112.2% | +23.2% | +88.9% | +55.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling