+367.9%
APP vs SEDG
-87.0%
+454.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.3% | +1.1% | -1.7% |
| 7D | -4.4% | +3.6% | -8.0% | -5.0% |
| 30D | -10.0% | +9.3% | -19.3% | -11.7% |
| 3M | -41.4% | -39.1% | -2.3% | -37.5% |
| 6M | -41.0% | +1.8% | -42.8% | -43.9% |
| YTD | -54.7% | +22.0% | -76.8% | -59.0% |
| 1Y | -45.3% | +17.2% | -62.6% | -51.3% |
| 3Y | +624.3% | -76.3% | +700.6% | +821.8% |
| 5Y | +329.1% | -87.2% | +416.4% | +546.8% |
| All | +367.9% | -87.0% | +454.9% | +545.2% |
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