+20.0%
YUM vs SEDG
-87.2%
+107.2%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.6% | +3.5% | -1.9% |
| 7D | -6.1% | +1.4% | -7.5% | -6.1% |
| 30D | -5.8% | +8.3% | -14.1% | -6.2% |
| 3M | -7.6% | -40.7% | +33.0% | -6.2% |
| 6M | -9.1% | -3.9% | -5.2% | -11.0% |
| YTD | -5.5% | +20.2% | -25.7% | -9.2% |
| 1Y | -3.7% | +17.6% | -21.3% | -8.2% |
| 3Y | +17.8% | -76.6% | +94.4% | +22.8% |
| All | +20.0% | -87.2% | +107.2% | +28.3% |
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 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