+50.8%
SWKS vs SEDG
+80.7%
-29.9%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +0.2% |
| 7D | +9.4% | -13.3% | +22.7% | +12.2% |
| 30D | +17.0% | -21.9% | +38.8% | +21.7% |
| 3M | +28.9% | -25.9% | +54.8% | +34.9% |
| 6M | +33.1% | -44.2% | +77.4% | +41.8% |
| YTD | +44.8% | -17.3% | +62.1% | +38.8% |
| 1Y | +36.2% | -34.5% | +70.7% | +36.2% |
| 3Y | +11.5% | -66.7% | +78.2% | +8.5% |
| 5Y | -37.1% | -93.4% | +56.4% | -16.3% |
| All | +50.8% | +80.7% | -29.9% | +11.4% |
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