+15.2%
SEDG vs SM
-26.7%
+41.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.8% |
| 7D | -13.3% | +9.4% | -22.7% | -14.6% |
| 30D | -21.9% | -14.4% | -7.5% | -20.2% |
| 3M | -25.9% | +1.6% | -27.4% | -26.5% |
| 6M | -44.2% | +6.3% | -50.6% | -45.4% |
| YTD | -17.3% | +78.8% | -96.1% | -25.8% |
| 1Y | -34.5% | +83.1% | -117.7% | -41.6% |
| 3Y | -66.7% | -5.9% | -60.8% | -67.5% |
| 5Y | -93.4% | +4.8% | -98.2% | -93.8% |
| 10Y | +78.7% | +17.5% | +61.1% | +27.7% |
| All | +15.2% | -26.7% | +41.9% | -17.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling