-29.4%
AFRM vs SEDG
-92.1%
+62.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.7% | -0.3% |
| 7D | -7.5% | -8.4% | +0.9% | -5.6% |
| 30D | -15.7% | -14.1% | -1.6% | -12.3% |
| 3M | -9.6% | -12.9% | +3.3% | -7.3% |
| 6M | +6.3% | -33.0% | +39.3% | +10.8% |
| YTD | -8.6% | -4.1% | -4.5% | -22.0% |
| 1Y | -7.6% | -30.9% | +23.3% | -12.2% |
| 3Y | +173.7% | -60.7% | +234.3% | +159.8% |
| 5Y | -56.9% | -92.1% | +35.2% | +15.6% |
| All | -29.4% | -92.1% | +62.7% | +70.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling