+528.8%
APP vs SEDG
-89.8%
+618.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.5% | +4.3% | +4.7% |
| 7D | +79.2% | -8.4% | +87.6% | +80.3% |
| 30D | +48.0% | -14.1% | +62.1% | +50.4% |
| 3M | +18.2% | -12.9% | +31.1% | +19.2% |
| 6M | -12.5% | -33.0% | +20.5% | -9.7% |
| YTD | -39.2% | -4.1% | -35.0% | -43.2% |
| 1Y | -33.9% | -30.9% | -3.0% | -34.7% |
| 3Y | +933.3% | -60.7% | +993.9% | +934.8% |
| 5Y | +295.9% | -92.1% | +388.0% | +557.5% |
| All | +528.8% | -89.8% | +618.6% | +793.3% |
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