+282.2%
APH vs SEDG
-92.0%
+374.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +5.0% | -0.9% | +3.7% |
| 7D | -5.9% | -8.5% | +2.5% | -5.1% |
| 30D | -14.8% | -17.0% | +2.2% | -13.4% |
| 3M | -12.4% | -15.8% | +3.4% | -11.4% |
| 6M | +8.1% | -32.3% | +40.3% | +10.0% |
| YTD | +10.9% | -4.6% | +15.6% | +8.0% |
| 1Y | +8.8% | -29.2% | +38.0% | +8.6% |
| 3Y | +262.1% | -61.7% | +323.7% | +267.3% |
| All | +282.2% | -92.0% | +374.2% | +386.7% |
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