+60.9%
AG vs SEDG
-86.4%
+147.3%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +4.4% | -9.2% | -5.5% |
| 7D | -5.8% | +8.7% | -14.5% | -7.1% |
| 30D | +6.4% | +10.3% | -4.0% | +4.5% |
| 3M | +28.4% | -32.6% | +61.0% | +33.8% |
| 6M | -24.5% | -3.6% | -20.9% | -27.4% |
| YTD | +21.2% | +27.4% | -6.2% | +10.9% |
| 1Y | +114.1% | +24.9% | +89.2% | +93.5% |
| 3Y | +268.0% | -75.3% | +343.4% | +332.9% |
| All | +60.9% | -86.4% | +147.3% | +98.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling