+173.7%
AFRM vs SEDG
-61.4%
+235.0%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.7% | -0.2% |
| 7D | -7.5% | -8.4% | +0.9% | -6.6% |
| 30D | -15.7% | -14.1% | -1.6% | -14.1% |
| 3M | -9.6% | -12.9% | +3.3% | -8.4% |
| 6M | +6.3% | -33.0% | +39.3% | +9.5% |
| YTD | -8.6% | -4.1% | -4.5% | -13.5% |
| 1Y | -7.6% | -30.9% | +23.3% | -8.2% |
| 3Y | +173.7% | -60.7% | +234.3% | +246.9% |
| All | +173.7% | -61.4% | +235.0% | +246.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling