+16.0%
SPGI vs SEDG
-92.4%
+108.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.1% | -2.8% | +0.2% |
| 7D | -1.4% | -11.2% | +9.8% | -0.8% |
| 30D | +15.3% | -15.3% | +30.5% | +16.0% |
| 3M | +16.5% | -19.9% | +36.4% | +17.4% |
| 6M | +19.8% | -36.2% | +56.0% | +20.3% |
| YTD | -3.2% | -7.6% | +4.3% | -6.5% |
| 1Y | +1.8% | -40.3% | +42.1% | +1.3% |
| 3Y | +30.6% | -62.5% | +93.1% | +30.3% |
| 5Y | +16.0% | -92.6% | +108.6% | +49.7% |
| All | +16.0% | -92.4% | +108.4% | +49.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling