-87.2%
SEDG vs SPY
+81.0%
-168.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.9% | -2.5% |
| 7D | +3.6% | -0.4% | +4.0% | +4.2% |
| 30D | +9.3% | -1.4% | +10.7% | +12.1% |
| 3M | -39.1% | +3.7% | -42.8% | -41.9% |
| 6M | +1.8% | +13.0% | -11.2% | -16.8% |
| YTD | +22.0% | +12.4% | +9.6% | +1.7% |
| 1Y | +17.2% | +18.5% | -1.3% | -9.4% |
| 3Y | -76.3% | +77.6% | -154.0% | -90.4% |
| 5Y | -87.2% | +81.7% | -168.9% | -94.5% |
| All | -87.2% | +81.0% | -168.2% | -94.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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