+264.1%
AG vs SEDG
-75.7%
+339.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +4.4% | -9.2% | -5.4% |
| 7D | -5.8% | +8.7% | -14.5% | -6.9% |
| 30D | +6.4% | +10.3% | -4.0% | +4.9% |
| 3M | +28.4% | -32.6% | +61.0% | +32.6% |
| 6M | -24.5% | -3.6% | -20.9% | -26.6% |
| YTD | +21.2% | +27.4% | -6.2% | +13.6% |
| 1Y | +114.1% | +24.9% | +89.2% | +99.4% |
| All | +264.1% | -75.7% | +339.8% | +327.2% |
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