-53.0%
SWKS vs SEDG
-87.9%
+34.8%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.2% | +2.3% | +3.3% |
| 7D | +12.5% | +8.9% | +3.6% | +11.1% |
| 30D | +10.5% | +0.9% | +9.6% | +10.1% |
| 3M | -7.4% | -53.2% | +45.8% | +2.2% |
| 6M | +32.7% | -9.9% | +42.5% | +29.3% |
| YTD | +19.2% | +18.5% | +0.6% | +9.9% |
| 1Y | +2.4% | +0.1% | +2.3% | -4.8% |
| 3Y | -25.6% | -78.9% | +53.3% | -13.9% |
| All | -53.0% | -87.9% | +34.8% | -42.6% |
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