+11.9%
SWKS vs SEDG
+37.2%
-25.3%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.0% | -3.8% | +0.3% |
| 7D | -6.2% | -8.5% | +2.3% | -4.9% |
| 30D | -1.5% | -17.0% | +15.6% | +1.5% |
| 3M | +23.0% | -15.8% | +38.8% | +25.7% |
| 6M | +27.6% | -32.3% | +59.9% | +31.2% |
| YTD | +32.3% | -4.6% | +37.0% | +24.2% |
| 1Y | +20.1% | -29.2% | +49.4% | +18.3% |
| 3Y | +0.6% | -61.7% | +62.3% | -4.7% |
| 5Y | -42.3% | -92.0% | +49.7% | -28.2% |
| 10Y | +35.9% | +100.8% | -64.9% | -9.6% |
| All | +11.9% | +37.2% | -25.3% | -24.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling