+61.6%
AG vs SEDG
+106.4%
-44.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -5.6% | +2.7% | -2.0% |
| 7D | -6.7% | +1.4% | -8.1% | -7.0% |
| 30D | +2.2% | +8.3% | -6.1% | +0.7% |
| 3M | +15.7% | -40.7% | +56.4% | +23.2% |
| 6M | -23.8% | -3.9% | -19.9% | -26.9% |
| YTD | +17.6% | +20.2% | -2.6% | +8.4% |
| 1Y | +88.6% | +17.6% | +71.0% | +71.4% |
| 3Y | +253.4% | -76.6% | +330.0% | +280.0% |
| 5Y | +62.4% | -87.1% | +149.5% | +86.4% |
| All | +61.6% | +106.4% | -44.8% | +26.5% |
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