+640.8%
APP vs SEDG
-75.9%
+716.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +6.5% | -9.2% | -3.2% |
| 7D | +0.1% | +12.1% | -12.0% | -1.0% |
| 30D | -10.0% | +14.7% | -24.7% | -11.3% |
| 3M | -44.6% | -43.0% | -1.6% | -42.4% |
| 6M | -37.9% | +9.0% | -46.9% | -39.1% |
| YTD | -53.7% | +26.3% | -80.0% | -55.4% |
| 1Y | -43.0% | +8.9% | -51.9% | -44.9% |
| 3Y | +640.8% | -75.5% | +716.3% | +714.5% |
| All | +640.8% | -75.9% | +716.6% | +714.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling