+118.3%
ALL vs SEDG
-65.3%
+183.6%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -8.9% | +10.6% | +1.5% |
| 7D | 0.0% | -7.3% | +7.3% | -0.2% |
| 30D | +12.8% | -25.3% | +38.1% | +12.2% |
| 3M | +4.7% | -24.1% | +28.8% | +4.2% |
| 6M | +24.9% | -39.9% | +64.8% | +23.6% |
| YTD | +30.0% | -15.8% | +45.8% | +28.7% |
| 1Y | +29.9% | -42.9% | +72.8% | +28.5% |
| All | +118.3% | -65.3% | +183.6% | +106.7% |
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