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  • SITM vs SEDG✓SelectedUSD · SEDGSITM vs SEDG performance historyLatest closeAs of-1.52%09/09
Stock and ETF performance explorer

SITM vs SEDG

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+4,437.5%
SEDG return
-55.4%
Excess return
+4,492.9%
Maximum drawdown
-78.1%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioSEDGExcessAlpha
1D-1.5%-3.3%+1.8%-0.6%
7D+3.7%+3.6%+0.1%+2.6%
30D-14.5%+9.3%-23.8%-17.2%
3M-10.6%-39.1%+28.5%+0.5%
6M+65.5%+1.8%+63.7%+52.8%
YTD+67.0%+22.0%+45.0%+44.0%
1Y+138.6%+17.2%+121.4%+99.9%
3Y+421.8%-76.3%+498.2%+510.6%
5Y+172.4%-87.2%+259.7%+279.9%
All+4,437.5%-55.4%+4,492.9%+5,164.5%

Cumulative growth

Daily Returns

Daily percentage return beside SEDG.

Daily Out/Under-Performance

Portfolio return minus SEDG return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × SEDG 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 SEDG 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