+282.6%
SPGI vs SEDG
+118.8%
+163.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.4% | -6.3% | -2.2% |
| 7D | -8.9% | +8.7% | -17.6% | -9.6% |
| 30D | +0.6% | +10.3% | -9.7% | -0.3% |
| 3M | +2.0% | -32.6% | +34.6% | +4.0% |
| 6M | +0.1% | -3.6% | +3.7% | -2.8% |
| YTD | -16.4% | +27.4% | -43.8% | -21.6% |
| 1Y | -18.9% | +24.9% | -43.8% | -25.0% |
| 3Y | +13.8% | -75.3% | +89.1% | +18.2% |
| 5Y | +0.5% | -86.3% | +86.8% | +8.9% |
| All | +282.6% | +118.8% | +163.8% | +194.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling