-93.5%
SEDG vs SM
+5.5%
-99.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.8% |
| 7D | -13.3% | +9.4% | -22.7% | -16.0% |
| 30D | -21.9% | -14.4% | -7.5% | -18.4% |
| 3M | -25.9% | +1.6% | -27.4% | -27.5% |
| 6M | -44.2% | +6.3% | -50.6% | -47.1% |
| YTD | -17.3% | +78.8% | -96.1% | -36.3% |
| 1Y | -34.5% | +83.1% | -117.7% | -50.2% |
| 3Y | -66.7% | -5.9% | -60.8% | -69.2% |
| All | -93.5% | +5.5% | -99.0% | -94.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling