-34.5%
SEDG vs SM
+84.2%
-118.8%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.8% |
| 7D | -13.3% | +9.4% | -22.7% | -14.3% |
| 30D | -21.9% | -14.4% | -7.5% | -20.8% |
| 3M | -25.9% | +1.6% | -27.4% | -26.3% |
| 6M | -44.2% | +6.3% | -50.6% | -44.8% |
| YTD | -17.3% | +78.8% | -96.1% | -23.9% |
| 1Y | -34.5% | +83.1% | -117.7% | -39.7% |
| All | -34.5% | +84.2% | -118.8% | -39.7% |
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 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