+30.9%
A vs SEDG
-76.7%
+107.7%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.3% | +1.9% | -1.2% |
| 7D | -4.4% | +3.6% | -8.0% | -4.6% |
| 30D | -2.7% | +9.3% | -12.0% | -3.4% |
| 3M | +7.0% | -39.1% | +46.1% | +9.7% |
| 6M | +24.6% | +1.8% | +22.8% | +20.8% |
| YTD | +7.0% | +22.0% | -15.0% | +1.4% |
| 1Y | +15.6% | +17.2% | -1.6% | +8.8% |
| All | +30.9% | -76.7% | +107.7% | +37.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling