+65.2%
SEDG vs SM
-18.4%
+83.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.5% | +3.7% | +1.6% |
| 7D | +8.9% | +0.1% | +8.8% | +8.9% |
| 30D | +0.9% | +26.3% | -25.4% | -2.9% |
| 3M | -53.2% | +8.7% | -61.9% | -54.0% |
| 6M | -9.9% | +51.7% | -61.5% | -16.4% |
| YTD | +18.5% | +99.0% | -80.5% | +5.1% |
| 1Y | +0.1% | +34.6% | -34.5% | -6.1% |
| 3Y | -78.9% | -7.8% | -71.1% | -79.3% |
| 5Y | -88.0% | +104.8% | -192.8% | -89.6% |
| 10Y | +97.5% | +7.2% | +90.2% | +42.5% |
| All | +65.2% | -18.4% | +83.6% | +17.1% |
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