-67.1%
ZM vs SEDG
-87.2%
+20.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.6% | +5.7% | +0.8% |
| 7D | -5.7% | +1.4% | -7.1% | -6.0% |
| 30D | -9.1% | +8.3% | -17.4% | -10.3% |
| 3M | +3.5% | -40.7% | +44.2% | +8.5% |
| 6M | +25.7% | -3.9% | +29.6% | +20.0% |
| YTD | +10.8% | +20.2% | -9.5% | +1.1% |
| 1Y | +12.8% | +17.6% | -4.8% | +1.3% |
| 3Y | +33.1% | -76.6% | +109.8% | +62.3% |
| All | -67.1% | -87.2% | +20.1% | -56.4% |
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