-75.2%
SEDG vs SSNC
+46.7%
-122.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.5% | +4.9% | +4.6% |
| 7D | +8.7% | -6.7% | +15.5% | +11.9% |
| 30D | +10.3% | -0.8% | +11.1% | +10.5% |
| 3M | -32.6% | +16.1% | -48.7% | -37.0% |
| 6M | -3.6% | +7.9% | -11.5% | -6.4% |
| YTD | +27.4% | -8.7% | +36.1% | +40.7% |
| 1Y | +24.9% | -9.5% | +34.4% | +38.8% |
| All | -75.2% | +46.7% | -122.0% | -85.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling