+26.4%
APD vs SEDG
-86.7%
+113.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.5% | -7.7% | -1.6% |
| 7D | -2.5% | +12.1% | -14.6% | -3.2% |
| 30D | -1.9% | +14.7% | -16.6% | -2.9% |
| 3M | +8.2% | -43.0% | +51.3% | +11.2% |
| 6M | +10.7% | +9.0% | +1.7% | +7.2% |
| YTD | +22.9% | +26.3% | -3.4% | +16.9% |
| 1Y | +5.8% | +8.9% | -3.1% | +0.5% |
| 3Y | +7.8% | -75.5% | +83.3% | +13.0% |
| All | +26.4% | -86.7% | +113.1% | +37.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling