+100.2%
SEDG vs SNY
+64.5%
+35.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.1% | -5.7% | -5.7% |
| 7D | +1.4% | -3.3% | +4.7% | +2.8% |
| 30D | +8.3% | -2.2% | +10.5% | +9.2% |
| 3M | -40.7% | -3.0% | -37.6% | -40.3% |
| 6M | -3.9% | +2.7% | -6.6% | -6.4% |
| YTD | +20.2% | -6.8% | +27.1% | +22.2% |
| 1Y | +17.6% | -5.3% | +22.9% | +18.0% |
| 3Y | -76.6% | -9.8% | -66.8% | -76.2% |
| 5Y | -87.1% | +9.7% | -96.8% | -88.3% |
| All | +100.2% | +64.5% | +35.7% | +56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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