+31.0%
SWKS vs SEDG
+107.5%
-76.4%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +6.5% | -4.7% | +0.6% |
| 7D | +11.8% | +12.1% | -0.3% | +9.5% |
| 30D | +6.7% | +14.7% | -8.0% | +3.8% |
| 3M | 0.0% | -43.0% | +43.0% | +8.5% |
| 6M | +38.7% | +9.0% | +29.7% | +29.5% |
| YTD | +21.4% | +26.3% | -4.9% | +8.6% |
| 1Y | +2.9% | +8.9% | -6.0% | -7.5% |
| 3Y | -16.4% | -75.5% | +59.1% | -11.0% |
| 5Y | -51.2% | -86.7% | +35.6% | -43.8% |
| 10Y | +31.0% | +110.6% | -79.6% | -8.8% |
| All | +31.0% | +107.5% | -76.4% | -8.8% |
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