-4.8%
SLB vs SEDG
+70.6%
-75.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | 0.0% |
| 7D | +0.8% | +8.9% | -8.0% | -0.1% |
| 30D | +15.8% | +0.9% | +14.9% | +15.5% |
| 3M | -0.3% | -53.2% | +52.9% | +6.8% |
| 6M | +21.3% | -9.9% | +31.2% | +18.4% |
| YTD | +52.3% | +18.5% | +33.8% | +42.9% |
| 1Y | +63.6% | +0.1% | +63.5% | +54.1% |
| 3Y | +3.8% | -78.9% | +82.6% | +8.3% |
| 5Y | +128.6% | -88.0% | +216.7% | +146.2% |
| 10Y | -3.1% | +97.5% | -100.5% | -28.1% |
| All | -4.8% | +70.6% | -75.4% | -28.2% |
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