-29.3%
AFRM vs SEDG
-89.9%
+60.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -3.3% | -2.1% | -4.4% |
| 7D | -8.0% | +3.6% | -11.6% | -9.1% |
| 30D | -9.8% | +9.3% | -19.1% | -12.6% |
| 3M | +4.7% | -39.1% | +43.8% | +17.2% |
| 6M | +34.1% | +1.8% | +32.3% | +18.4% |
| YTD | -8.4% | +22.0% | -30.5% | -26.5% |
| 1Y | -22.9% | +17.2% | -40.1% | -39.5% |
| 3Y | +203.3% | -76.3% | +279.6% | +337.8% |
| 5Y | -26.0% | -87.2% | +61.3% | +66.1% |
| All | -29.3% | -89.9% | +60.6% | +60.9% |
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