-36.7%
SWK vs SEDG
-87.9%
+51.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.3% | +0.7% |
| 7D | -0.4% | +8.9% | -9.3% | -1.7% |
| 30D | -5.7% | +0.9% | -6.6% | -6.1% |
| 3M | +24.1% | -53.2% | +77.3% | +36.2% |
| 6M | +24.7% | -9.9% | +34.6% | +20.8% |
| YTD | +33.9% | +18.5% | +15.4% | +22.9% |
| 1Y | +34.7% | +0.1% | +34.6% | +24.5% |
| 3Y | +15.3% | -78.9% | +94.2% | +22.4% |
| All | -36.7% | -87.9% | +51.2% | -28.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling