-0.1%
SWK vs SEDG
+107.5%
-107.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +6.5% | -10.2% | -4.7% |
| 7D | -0.7% | +12.1% | -12.9% | -2.6% |
| 30D | -9.7% | +14.7% | -24.4% | -11.9% |
| 3M | +19.5% | -43.0% | +62.5% | +28.1% |
| 6M | +26.0% | +9.0% | +17.0% | +18.0% |
| YTD | +29.1% | +26.3% | +2.8% | +16.6% |
| 1Y | +23.7% | +8.9% | +14.7% | +12.2% |
| 3Y | +15.3% | -75.5% | +90.8% | +18.5% |
| 5Y | -40.6% | -86.7% | +46.1% | -35.6% |
| 10Y | -0.1% | +110.6% | -110.7% | -27.2% |
| All | -0.1% | +107.5% | -107.5% | -27.2% |
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