-2.3%
SYY vs SEDG
+7.5%
-9.8%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.3% | +5.5% | +2.1% |
| 7D | -0.2% | +3.6% | -3.9% | -0.2% |
| 30D | -2.7% | +9.3% | -12.1% | -2.6% |
| 3M | +5.9% | -39.1% | +45.0% | +5.5% |
| 6M | -2.3% | +1.8% | -4.1% | -9.0% |
| All | -2.3% | +7.5% | -9.8% | -9.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling