+1,179.6%
APH vs SEDG
+70.6%
+1,109.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.3% | +0.7% |
| 7D | +5.0% | +8.9% | -3.9% | +4.0% |
| 30D | -3.9% | +0.9% | -4.8% | -4.2% |
| 3M | +13.0% | -53.2% | +66.2% | +20.8% |
| 6M | +25.2% | -9.9% | +35.0% | +22.9% |
| YTD | +22.9% | +18.5% | +4.4% | +16.1% |
| 1Y | +47.8% | +0.1% | +47.7% | +40.5% |
| 3Y | +283.0% | -78.9% | +361.9% | +305.9% |
| 5Y | +349.7% | -88.0% | +437.7% | +394.3% |
| 10Y | +1,061.2% | +97.5% | +963.8% | +806.8% |
| All | +1,179.6% | +70.6% | +1,109.0% | +867.5% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling