+70.1%
SEDG vs SSNC
+198.8%
-128.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.4% | -2.0% | -2.5% |
| 7D | +3.6% | -3.9% | +7.5% | +5.8% |
| 30D | +9.3% | -0.2% | +9.5% | +9.2% |
| 3M | -39.1% | +15.9% | -55.0% | -45.1% |
| 6M | +1.8% | +7.5% | -5.7% | -5.5% |
| YTD | +22.0% | -8.2% | +30.3% | +24.1% |
| 1Y | +17.2% | -9.3% | +26.6% | +20.0% |
| 3Y | -76.3% | +48.5% | -124.8% | -82.3% |
| 5Y | -87.2% | +16.0% | -103.2% | -88.9% |
| 10Y | +108.6% | +169.2% | -60.6% | +16.7% |
| All | +70.1% | +198.8% | -128.7% | -13.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling