+347.2%
SPYM vs SEDG
+75.6%
+271.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.9% | -0.2% |
| 7D | -0.4% | +3.6% | -4.0% | -0.7% |
| 30D | -1.4% | +9.3% | -10.7% | -2.3% |
| 3M | +3.7% | -39.1% | +42.8% | +7.1% |
| 6M | +13.0% | +1.8% | +11.3% | +9.7% |
| YTD | +12.5% | +22.0% | -9.6% | +6.7% |
| 1Y | +18.6% | +17.2% | +1.4% | +11.6% |
| 3Y | +78.0% | -76.3% | +154.4% | +83.0% |
| 5Y | +82.3% | -87.2% | +169.5% | +94.3% |
| 10Y | +322.9% | +108.6% | +214.3% | +233.2% |
| All | +347.2% | +75.6% | +271.6% | +258.4% |
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