-0.3%
APA vs SEDG
+75.6%
-75.9%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -3.3% | +6.3% | +3.5% |
| 7D | +0.3% | +3.6% | -3.3% | -0.3% |
| 30D | +9.3% | +9.3% | 0.0% | +7.3% |
| 3M | +23.3% | -39.1% | +62.4% | +30.3% |
| 6M | +39.5% | +1.8% | +37.7% | +31.0% |
| YTD | +87.6% | +22.0% | +65.6% | +68.1% |
| 1Y | +114.2% | +17.2% | +97.0% | +88.1% |
| 3Y | +13.6% | -76.3% | +89.9% | +17.4% |
| 5Y | +175.6% | -87.2% | +262.8% | +205.4% |
| 10Y | -2.6% | +108.6% | -111.2% | -35.7% |
| All | -0.3% | +75.6% | -75.9% | -32.5% |
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