+32.4%
SWKS vs SEDG
+117.8%
-85.4%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.2% | +0.7% |
| 7D | -2.7% | -8.4% | +5.7% | -1.4% |
| 30D | +8.5% | -14.1% | +22.6% | +11.1% |
| 3M | +17.3% | -12.9% | +30.2% | +19.3% |
| 6M | +25.1% | -33.0% | +58.1% | +29.0% |
| YTD | +33.3% | -4.1% | +37.5% | +24.6% |
| 1Y | +22.9% | -30.9% | +53.8% | +21.4% |
| 3Y | +5.5% | -60.7% | +66.2% | -0.3% |
| 5Y | -41.9% | -92.1% | +50.2% | -25.2% |
| 10Y | +32.4% | +97.6% | -65.1% | -5.1% |
| All | +32.4% | +117.8% | -85.4% | -5.1% |
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 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