-100.0%
SOXS vs SEDG
-77.1%
-22.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -5.6% | +0.1% | -8.1% |
| 7D | -4.7% | +1.4% | -6.2% | -4.2% |
| 30D | +7.7% | +8.3% | -0.6% | +12.3% |
| 3M | -10.2% | -40.7% | +30.5% | -19.2% |
| 6M | -99.2% | -3.9% | -95.3% | -98.3% |
| YTD | -99.5% | +20.2% | -119.7% | -98.8% |
| 1Y | -99.8% | +17.6% | -117.4% | -99.4% |
| 3Y | -100.0% | -76.6% | -23.4% | -100.0% |
| All | -100.0% | -77.1% | -22.9% | -100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling