+167.3%
APD vs SEDG
+106.4%
+60.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.6% | +4.9% | -0.3% |
| 7D | -3.3% | +1.4% | -4.7% | -3.4% |
| 30D | -4.2% | +8.3% | -12.5% | -5.0% |
| 3M | +5.4% | -40.7% | +46.1% | +8.9% |
| 6M | +6.3% | -3.9% | +10.2% | +3.3% |
| YTD | +20.3% | +20.2% | +0.1% | +13.6% |
| 1Y | +1.6% | +17.6% | -16.0% | -5.4% |
| 3Y | +4.0% | -76.6% | +80.6% | +6.6% |
| 5Y | +23.3% | -87.1% | +110.4% | +30.8% |
| All | +167.3% | +106.4% | +60.8% | +106.3% |
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