+193.1%
APD vs SEDG
+80.7%
+112.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.3% |
| 7D | +3.8% | -13.3% | +17.1% | +5.0% |
| 30D | +8.2% | -21.9% | +30.1% | +10.2% |
| 3M | +4.3% | -25.9% | +30.2% | +6.3% |
| 6M | +4.7% | -44.2% | +48.9% | +7.1% |
| YTD | +31.5% | -17.3% | +48.9% | +27.7% |
| 1Y | +23.5% | -34.5% | +58.1% | +22.4% |
| 3Y | +29.1% | -66.7% | +95.8% | +25.2% |
| 5Y | +15.9% | -93.4% | +109.3% | +31.5% |
| All | +193.1% | +80.7% | +112.4% | +133.3% |
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