+296.6%
A vs SEDG
+81.7%
+214.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +6.5% | -9.2% | -3.3% |
| 7D | -2.1% | +12.1% | -14.2% | -3.2% |
| 30D | +0.6% | +14.7% | -14.1% | -0.9% |
| 3M | +10.9% | -43.0% | +53.9% | +15.6% |
| 6M | +28.2% | +9.0% | +19.1% | +22.3% |
| YTD | +8.6% | +26.3% | -17.7% | +1.0% |
| 1Y | +15.5% | +8.9% | +6.6% | +7.8% |
| 3Y | +31.8% | -75.5% | +107.3% | +33.6% |
| 5Y | -14.9% | -86.7% | +71.8% | -10.6% |
| 10Y | +237.8% | +110.6% | +127.2% | +155.1% |
| All | +296.6% | +81.7% | +214.9% | +195.3% |
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 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