+226.1%
ACWI vs SEDG
+84.0%
+142.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -8.9% | +8.4% | +0.2% |
| 7D | +2.7% | -7.3% | +10.0% | +3.3% |
| 30D | -2.6% | -25.3% | +22.7% | -0.3% |
| 3M | -3.2% | -24.1% | +21.0% | -1.3% |
| 6M | +1.9% | -39.9% | +41.8% | +4.1% |
| YTD | +11.3% | -15.8% | +27.2% | +8.5% |
| 1Y | +11.7% | -42.9% | +54.5% | +12.7% |
| 3Y | +74.4% | -65.9% | +140.3% | +70.8% |
| 5Y | +59.5% | -93.3% | +152.8% | +83.5% |
| All | +226.1% | +84.0% | +142.1% | +163.0% |
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 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