-44.0%
ACHR vs SEDG
-88.8%
+44.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -5.6% | +8.0% | +3.8% |
| 7D | -2.3% | +1.4% | -3.7% | -2.7% |
| 30D | -11.3% | +8.3% | -19.6% | -13.4% |
| 3M | +5.3% | -40.7% | +45.9% | +16.4% |
| 6M | -13.2% | -3.9% | -9.3% | -18.9% |
| YTD | -25.8% | +20.2% | -46.0% | -35.6% |
| 1Y | -34.3% | +17.6% | -51.9% | -43.8% |
| 3Y | -19.9% | -76.6% | +56.7% | -7.6% |
| 5Y | -42.7% | -87.1% | +44.4% | -24.2% |
| All | -44.0% | -88.8% | +44.8% | -24.5% |
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