+930.0%
APH vs SEDG
+80.7%
+849.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -1.5% |
| 7D | +4.9% | -13.3% | +18.2% | +6.5% |
| 30D | -5.4% | -21.9% | +16.5% | -2.9% |
| 3M | -5.5% | -25.9% | +20.4% | -2.8% |
| 6M | +25.9% | -44.2% | +70.2% | +31.3% |
| YTD | +16.4% | -17.3% | +33.7% | +13.7% |
| 1Y | +16.5% | -34.5% | +51.0% | +16.8% |
| 3Y | +270.9% | -66.7% | +337.6% | +266.9% |
| 5Y | +289.5% | -93.4% | +382.9% | +372.4% |
| All | +930.0% | +80.7% | +849.3% | +742.8% |
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