+28.7%
SWK vs SEDG
+96.5%
-67.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.0% | -5.4% | -1.2% |
| 7D | +11.0% | -8.5% | +19.5% | +12.1% |
| 30D | +30.1% | -17.0% | +47.1% | +33.2% |
| 3M | +14.7% | -15.8% | +30.5% | +16.5% |
| 6M | +44.5% | -32.3% | +76.8% | +46.8% |
| YTD | +59.4% | -4.6% | +64.0% | +49.2% |
| 1Y | +77.5% | -29.2% | +106.8% | +73.7% |
| 3Y | +49.5% | -61.7% | +111.1% | +41.2% |
| 5Y | -24.9% | -92.0% | +67.1% | -11.5% |
| All | +28.7% | +96.5% | -67.8% | -3.0% |
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