+5.0%
SYK vs SEDG
-86.4%
+91.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.4% | -6.3% | -2.1% |
| 7D | -12.3% | +8.7% | -21.1% | -12.6% |
| 30D | -22.4% | +10.3% | -32.8% | -22.8% |
| 3M | -12.3% | -32.6% | +20.3% | -11.6% |
| 6M | -24.3% | -3.6% | -20.7% | -25.7% |
| YTD | -22.8% | +27.4% | -50.1% | -25.5% |
| 1Y | -28.8% | +24.9% | -53.7% | -31.9% |
| 3Y | -4.0% | -75.3% | +71.3% | +2.7% |
| All | +5.0% | -86.4% | +91.4% | +15.9% |
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