+200.4%
APD vs SEDG
+33.0%
+167.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.1% | -2.2% | +0.7% |
| 7D | -1.2% | -11.2% | +10.0% | -0.3% |
| 30D | +11.0% | -15.3% | +26.3% | +12.3% |
| 3M | +2.6% | -19.9% | +22.5% | +3.9% |
| 6M | +4.8% | -36.2% | +41.0% | +6.0% |
| YTD | +31.0% | -7.6% | +38.5% | +26.2% |
| 1Y | +23.4% | -40.3% | +63.7% | +23.4% |
| 3Y | +28.4% | -62.5% | +90.9% | +23.1% |
| 5Y | +15.2% | -92.6% | +107.8% | +27.6% |
| 10Y | +190.7% | +99.8% | +90.9% | +122.0% |
| All | +200.4% | +33.0% | +167.4% | +130.6% |
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 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