+2.7%
AA vs SEDG
-86.8%
+89.5%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +4.4% | -9.2% | -5.6% |
| 7D | -5.4% | +8.7% | -14.1% | -6.8% |
| 30D | -10.7% | +10.3% | -21.0% | -12.5% |
| 3M | -26.2% | -32.6% | +6.4% | -22.6% |
| 6M | -20.9% | -3.6% | -17.4% | -24.9% |
| YTD | -8.6% | +27.4% | -36.0% | -18.9% |
| 1Y | +57.4% | +24.9% | +32.5% | +37.7% |
| 3Y | +77.8% | -75.3% | +153.1% | +109.4% |
| 5Y | +2.7% | -86.3% | +89.0% | +34.3% |
| All | +2.7% | -86.8% | +89.5% | +34.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling