-43.6%
SWKS vs SEDG
-92.0%
+48.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.0% | -3.8% | +0.4% |
| 7D | -6.2% | -8.5% | +2.3% | -5.1% |
| 30D | -1.5% | -17.0% | +15.6% | +1.0% |
| 3M | +23.0% | -15.8% | +38.8% | +25.3% |
| 6M | +27.6% | -32.3% | +59.9% | +30.9% |
| YTD | +32.3% | -4.6% | +37.0% | +25.5% |
| 1Y | +20.1% | -29.2% | +49.4% | +18.8% |
| 3Y | +0.6% | -61.7% | +62.3% | -0.1% |
| All | -43.6% | -92.0% | +48.5% | -24.3% |
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