-100.0%
SQQQ vs SEDG
+106.4%
-206.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -5.6% | +3.1% | -4.5% |
| 7D | +1.8% | +1.4% | +0.4% | +2.3% |
| 30D | +4.2% | +8.3% | -4.2% | +7.6% |
| 3M | -3.3% | -40.7% | +37.4% | -13.9% |
| 6M | -43.6% | -3.9% | -39.7% | -37.9% |
| YTD | -41.9% | +20.2% | -62.1% | -28.6% |
| 1Y | -50.6% | +17.6% | -68.2% | -36.7% |
| 3Y | -89.3% | -76.6% | -12.7% | -91.0% |
| 5Y | -94.8% | -87.1% | -7.7% | -95.4% |
| All | -100.0% | +106.4% | -206.4% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling