+220.8%
AFRM vs SEDG
-75.9%
+296.7%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.5% | -6.9% | -1.3% |
| 7D | +3.1% | +12.1% | -9.1% | +1.4% |
| 30D | -4.2% | +14.7% | -18.9% | -6.2% |
| 3M | +10.1% | -43.0% | +53.1% | +17.1% |
| 6M | +39.4% | +9.0% | +30.4% | +31.9% |
| YTD | -3.2% | +26.3% | -29.4% | -11.6% |
| 1Y | -16.1% | +8.9% | -25.0% | -22.3% |
| 3Y | +220.8% | -75.5% | +296.3% | +347.2% |
| All | +220.8% | -75.9% | +296.7% | +347.2% |
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