+651.5%
ADI vs SEDG
+106.4%
+545.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -5.6% | +10.5% | +5.7% |
| 7D | +4.6% | +1.4% | +3.2% | +4.2% |
| 30D | -1.2% | +8.3% | -9.5% | -2.8% |
| 3M | -7.8% | -40.7% | +32.8% | -1.7% |
| 6M | +19.3% | -3.9% | +23.3% | +14.9% |
| YTD | +40.9% | +20.2% | +20.7% | +29.2% |
| 1Y | +54.5% | +17.6% | +36.9% | +39.4% |
| 3Y | +123.4% | -76.6% | +200.0% | +135.2% |
| 5Y | +142.3% | -87.1% | +229.4% | +170.2% |
| All | +651.5% | +106.4% | +545.1% | +440.3% |
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 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