+238.4%
A vs SEDG
+118.8%
+119.6%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.4% | -5.5% | -1.6% |
| 7D | -4.6% | +8.7% | -13.3% | -5.4% |
| 30D | -4.3% | +10.3% | -14.6% | -5.4% |
| 3M | +8.9% | -32.6% | +41.6% | +11.7% |
| 6M | +24.5% | -3.6% | +28.1% | +20.4% |
| YTD | +5.8% | +27.4% | -21.6% | -1.9% |
| 1Y | +16.2% | +24.9% | -8.7% | +6.5% |
| 3Y | +28.5% | -75.3% | +103.8% | +31.0% |
| 5Y | -16.3% | -86.3% | +70.0% | -11.7% |
| All | +238.4% | +118.8% | +119.6% | +159.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling