+507.0%
APH vs SEDG
+70.6%
+436.4%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +6.2% | -54.0% | -48.4% |
| 7D | -48.7% | +2.1% | -50.8% | -49.1% |
| 30D | -51.9% | +0.9% | -52.8% | -52.3% |
| 3M | -43.6% | -53.2% | +9.7% | -39.9% |
| 6M | -37.5% | -9.9% | -27.7% | -39.0% |
| YTD | -38.6% | +18.5% | -57.2% | -42.4% |
| 1Y | -26.3% | +0.1% | -26.4% | -30.4% |
| 3Y | +89.2% | -78.9% | +168.1% | +99.4% |
| 5Y | +119.8% | -88.0% | +207.8% | +140.3% |
| 10Y | +454.3% | +97.5% | +356.8% | +330.3% |
| All | +507.0% | +70.6% | +436.4% | +356.3% |
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