+191.3%
SYY vs SEDG
+75.6%
+115.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.3% | +5.5% | +2.4% |
| 7D | -0.2% | +3.6% | -3.9% | -0.5% |
| 30D | -2.7% | +9.3% | -12.1% | -3.5% |
| 3M | +5.9% | -39.1% | +45.0% | +8.3% |
| 6M | -2.3% | +1.8% | -4.1% | -4.9% |
| YTD | +13.1% | +22.0% | -8.9% | +8.0% |
| 1Y | +3.8% | +17.2% | -13.5% | -1.7% |
| 3Y | +26.7% | -76.3% | +103.1% | +29.9% |
| 5Y | +19.4% | -87.2% | +106.7% | +25.6% |
| 10Y | +112.0% | +108.6% | +3.4% | +73.6% |
| All | +191.3% | +75.6% | +115.7% | +140.3% |
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 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