+100.2%
SEDG vs SSNC
+173.6%
-73.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.7% | -7.3% | -6.7% |
| 7D | +1.4% | -4.0% | +5.4% | +3.7% |
| 30D | +8.3% | +0.5% | +7.8% | +7.7% |
| 3M | -40.7% | +18.9% | -59.6% | -47.6% |
| 6M | -3.9% | +10.8% | -14.7% | -12.9% |
| YTD | +20.2% | -7.1% | +27.4% | +21.5% |
| 1Y | +17.6% | -9.6% | +27.2% | +21.0% |
| 3Y | -76.6% | +51.1% | -127.7% | -83.0% |
| 5Y | -87.1% | +19.7% | -106.7% | -89.1% |
| All | +100.2% | +173.6% | -73.3% | +9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 SSNC 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