-41.5%
ACHR vs SEDG
-88.2%
+46.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +6.5% | -4.4% | +0.5% |
| 7D | +4.9% | +12.1% | -7.3% | +1.9% |
| 30D | +4.3% | +14.7% | -10.4% | +0.7% |
| 3M | +1.7% | -43.0% | +44.8% | +13.8% |
| 6M | -6.9% | +9.0% | -15.9% | -16.0% |
| YTD | -22.5% | +26.3% | -48.7% | -33.4% |
| 1Y | -31.5% | +8.9% | -40.4% | -40.2% |
| 3Y | -14.4% | -75.5% | +61.1% | -2.1% |
| 5Y | -41.6% | -86.7% | +45.1% | -23.5% |
| All | -41.5% | -88.2% | +46.7% | -22.0% |
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