+167.6%
SYK vs SEDG
+118.8%
+48.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.4% | -6.3% | -2.3% |
| 7D | -12.3% | +8.7% | -21.1% | -12.9% |
| 30D | -22.4% | +10.3% | -32.8% | -23.1% |
| 3M | -12.3% | -32.6% | +20.3% | -10.9% |
| 6M | -24.3% | -3.6% | -20.7% | -26.3% |
| YTD | -22.8% | +27.4% | -50.1% | -27.1% |
| 1Y | -28.8% | +24.9% | -53.7% | -33.6% |
| 3Y | -4.0% | -75.3% | +71.3% | -0.5% |
| 5Y | +3.8% | -86.3% | +90.2% | +10.9% |
| All | +167.6% | +118.8% | +48.8% | +103.8% |
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