+55.1%
SWK vs SEDG
-61.9%
+117.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.1% | -3.8% | -1.1% |
| 7D | -2.3% | -11.2% | +8.9% | -0.8% |
| 30D | +30.4% | -15.3% | +45.7% | +32.7% |
| 3M | +12.1% | -19.9% | +32.1% | +14.4% |
| 6M | +49.1% | -36.2% | +85.3% | +52.3% |
| YTD | +60.4% | -7.6% | +68.0% | +51.3% |
| 1Y | +78.3% | -40.3% | +118.7% | +79.3% |
| All | +55.1% | -61.9% | +117.0% | +47.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling