+390.7%
ZS vs SEDG
-34.1%
+424.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +6.5% | -11.1% | -5.7% |
| 7D | -9.2% | +12.1% | -21.3% | -11.1% |
| 30D | -4.0% | +14.7% | -18.7% | -6.6% |
| 3M | +25.3% | -43.0% | +68.3% | +34.8% |
| 6M | -1.3% | +9.0% | -10.3% | -9.4% |
| YTD | -28.0% | +26.3% | -54.3% | -36.7% |
| 1Y | -42.5% | +8.9% | -51.4% | -49.4% |
| 3Y | +0.7% | -75.5% | +76.3% | +10.5% |
| 5Y | -42.3% | -86.7% | +44.4% | -27.0% |
| All | +390.7% | -34.1% | +424.9% | +341.7% |
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