+437.2%
SPGI vs SEDG
+19.0%
+418.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +2.9% | +1.2% |
| 7D | +1.2% | -13.3% | +14.5% | +2.4% |
| 30D | +15.9% | -21.9% | +37.8% | +17.9% |
| 3M | +12.3% | -25.9% | +38.2% | +14.4% |
| 6M | +23.7% | -44.2% | +67.9% | +26.2% |
| YTD | -3.5% | -17.3% | +13.8% | -6.9% |
| 1Y | +0.4% | -34.5% | +34.9% | -1.0% |
| 3Y | +29.9% | -66.7% | +96.6% | +25.6% |
| 5Y | +15.2% | -93.4% | +108.6% | +32.5% |
| 10Y | +337.2% | +78.7% | +258.5% | +215.4% |
| All | +437.2% | +19.0% | +418.2% | +296.6% |
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