-99.7%
SPXS vs SEDG
+75.6%
-175.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.3% | +4.8% | +0.6% |
| 7D | +1.2% | +3.6% | -2.4% | +2.2% |
| 30D | +5.2% | +9.3% | -4.1% | +8.1% |
| 3M | -9.2% | -39.1% | +29.9% | -17.0% |
| 6M | -29.6% | +1.8% | -31.4% | -23.6% |
| YTD | -27.6% | +22.0% | -49.7% | -15.6% |
| 1Y | -36.7% | +17.2% | -53.9% | -24.2% |
| 3Y | -79.8% | -76.3% | -3.5% | -81.6% |
| 5Y | -85.9% | -87.2% | +1.4% | -87.1% |
| 10Y | -99.5% | +108.6% | -208.1% | -98.8% |
| All | -99.7% | +75.6% | -175.3% | -99.1% |
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