-3.7%
APA vs SEDG
+106.4%
-110.1%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.6% | +6.1% | +1.4% |
| 7D | +4.6% | +1.4% | +3.2% | +4.2% |
| 30D | +11.9% | +8.3% | +3.6% | +10.0% |
| 3M | +22.5% | -40.7% | +63.1% | +30.2% |
| 6M | +37.5% | -3.9% | +41.4% | +30.3% |
| YTD | +87.2% | +20.2% | +66.9% | +67.3% |
| 1Y | +101.4% | +17.6% | +83.8% | +75.7% |
| 3Y | +16.9% | -76.6% | +93.5% | +22.6% |
| 5Y | +178.4% | -87.1% | +265.5% | +212.3% |
| All | -3.7% | +106.4% | -110.1% | -31.7% |
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 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