+6.1%
APA vs SEDG
+80.7%
-74.6%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.8% | +3.4% | +1.9% |
| 7D | +8.5% | -13.3% | +21.8% | +10.9% |
| 30D | +2.8% | -21.9% | +24.6% | +6.4% |
| 3M | +21.7% | -25.9% | +47.6% | +26.2% |
| 6M | +32.6% | -44.2% | +76.9% | +38.3% |
| YTD | +103.7% | -17.3% | +121.0% | +92.0% |
| 1Y | +101.8% | -34.5% | +136.3% | +97.6% |
| 3Y | +48.1% | -66.7% | +114.8% | +39.4% |
| 5Y | +91.9% | -93.4% | +185.3% | +147.3% |
| All | +6.1% | +80.7% | -74.6% | -20.0% |
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 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