+458.2%
SPYG vs SEDG
+75.6%
+382.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +3.0% | 0.0% |
| 7D | +0.3% | +3.6% | -3.3% | -0.1% |
| 30D | -1.7% | +9.3% | -11.0% | -2.8% |
| 3M | +3.6% | -39.1% | +42.7% | +7.5% |
| 6M | +16.6% | +1.8% | +14.8% | +12.9% |
| YTD | +13.4% | +22.0% | -8.7% | +7.0% |
| 1Y | +19.6% | +17.2% | +2.4% | +11.9% |
| 3Y | +99.8% | -76.3% | +176.1% | +106.5% |
| 5Y | +85.0% | -87.2% | +172.2% | +99.9% |
| 10Y | +422.1% | +108.6% | +313.5% | +312.0% |
| All | +458.2% | +75.6% | +382.6% | +337.5% |
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