+22.4%
SWK vs SEDG
+99.7%
-77.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.5% | +5.1% | -0.4% |
| 7D | +11.3% | -21.4% | +32.6% | +15.2% |
| 30D | +31.5% | -19.7% | +51.2% | +35.3% |
| 3M | +14.4% | -19.7% | +34.1% | +17.1% |
| 6M | +46.4% | -37.4% | +83.8% | +50.7% |
| YTD | +61.6% | -10.4% | +72.0% | +52.7% |
| 1Y | +78.7% | -43.0% | +121.8% | +81.7% |
| 3Y | +54.4% | -63.6% | +118.0% | +47.0% |
| 5Y | -25.3% | -92.5% | +67.2% | -11.1% |
| 10Y | +22.4% | +86.0% | -63.7% | -8.1% |
| All | +22.4% | +99.7% | -77.3% | -8.1% |
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 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