+86.6%
SPYG vs SEDG
-87.2%
+173.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.6% | +6.5% | +1.3% |
| 7D | -0.9% | +1.4% | -2.3% | -1.1% |
| 30D | -1.5% | +8.3% | -9.8% | -2.4% |
| 3M | +3.7% | -40.7% | +44.4% | +7.3% |
| 6M | +16.4% | -3.9% | +20.3% | +13.9% |
| YTD | +13.3% | +20.2% | -6.9% | +7.9% |
| 1Y | +17.9% | +17.6% | +0.3% | +11.2% |
| 3Y | +98.3% | -76.6% | +175.0% | +120.3% |
| All | +86.6% | -87.2% | +173.8% | +116.6% |
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 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