+299.2%
ZBRA vs SEDG
+75.6%
+223.5%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.3% | +1.2% | -1.7% |
| 7D | -1.8% | +3.6% | -5.4% | -2.4% |
| 30D | -8.8% | +9.3% | -18.1% | -10.4% |
| 3M | +47.2% | -39.1% | +86.3% | +56.0% |
| 6M | +61.3% | +1.8% | +59.5% | +52.9% |
| YTD | +42.0% | +22.0% | +20.0% | +29.3% |
| 1Y | +10.5% | +17.2% | -6.7% | -0.5% |
| 3Y | +34.5% | -76.3% | +110.9% | +42.1% |
| 5Y | -40.3% | -87.2% | +47.0% | -32.1% |
| 10Y | +421.5% | +108.6% | +312.9% | +258.0% |
| All | +299.2% | +75.6% | +223.5% | +188.1% |
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