-30.9%
SWK vs SEDG
-93.2%
+62.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -8.9% | +6.7% | -0.9% |
| 7D | -2.0% | -7.3% | +5.3% | -1.0% |
| 30D | +24.6% | -25.3% | +49.9% | +29.2% |
| 3M | +10.8% | -24.1% | +34.9% | +14.1% |
| 6M | +46.1% | -39.9% | +86.0% | +50.7% |
| YTD | +56.8% | -15.8% | +72.6% | +49.7% |
| 1Y | +72.7% | -42.9% | +115.6% | +74.9% |
| 3Y | +49.9% | -65.9% | +115.7% | +45.0% |
| 5Y | -30.9% | -93.3% | +62.4% | -13.3% |
| All | -30.9% | -93.2% | +62.3% | -13.3% |
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