+374.4%
ALL vs SEDG
+70.6%
+303.8%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.2% | -2.5% | -1.4% |
| 7D | 0.0% | +8.9% | -8.9% | -0.3% |
| 30D | -1.5% | +0.9% | -2.4% | -1.6% |
| 3M | +23.6% | -53.2% | +76.9% | +26.5% |
| 6M | +22.3% | -9.9% | +32.2% | +20.5% |
| YTD | +26.5% | +18.5% | +8.0% | +22.5% |
| 1Y | +27.0% | +0.1% | +26.9% | +23.1% |
| 3Y | +149.6% | -78.9% | +228.5% | +157.5% |
| 5Y | +118.1% | -88.0% | +206.1% | +129.1% |
| 10Y | +369.0% | +97.5% | +271.5% | +284.9% |
| All | +374.4% | +70.6% | +303.8% | +285.2% |
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 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