-84.9%
SEDG vs SOXQ
+279.9%
-364.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.6% | +7.0% | +6.6% |
| 7D | +8.7% | +2.3% | +6.4% | +6.5% |
| 30D | +10.3% | -3.9% | +14.2% | +13.4% |
| 3M | -32.6% | -4.7% | -27.9% | -30.0% |
| 6M | -3.6% | +47.9% | -51.5% | -31.4% |
| YTD | +27.4% | +64.3% | -36.9% | -16.7% |
| 1Y | +24.9% | +95.7% | -70.8% | -28.7% |
| 3Y | -75.3% | +231.5% | -306.8% | -91.4% |
| 5Y | -86.3% | +255.0% | -341.3% | -95.4% |
| All | -84.9% | +279.9% | -364.8% | -95.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ 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 SOXQ 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