+54.0%
ZM vs SEDG
-15.3%
+69.3%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.4% | -5.1% | -1.3% |
| 7D | -2.7% | +8.7% | -11.5% | -3.8% |
| 30D | -10.0% | +10.3% | -20.3% | -11.4% |
| 3M | +1.6% | -32.6% | +34.2% | +4.8% |
| 6M | +25.0% | -3.6% | +28.5% | +19.6% |
| YTD | +10.6% | +27.4% | -16.8% | +0.6% |
| 1Y | +14.0% | +24.9% | -11.0% | +2.0% |
| 3Y | +32.5% | -75.3% | +107.8% | +42.4% |
| 5Y | -68.3% | -86.3% | +18.0% | -62.7% |
| All | +54.0% | -15.3% | +69.3% | +94.0% |
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 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