+391.7%
APP vs SEDG
-87.4%
+479.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.2% | +1.0% | +2.0% |
| 7D | +0.9% | +8.9% | -8.0% | -0.6% |
| 30D | -23.3% | +0.9% | -24.2% | -23.5% |
| 3M | -42.6% | -53.2% | +10.6% | -36.0% |
| 6M | -33.6% | -9.9% | -23.7% | -35.5% |
| YTD | -52.4% | +18.5% | -71.0% | -56.6% |
| 1Y | -35.9% | +0.1% | -36.0% | -41.2% |
| 3Y | +642.2% | -78.9% | +721.1% | +884.1% |
| 5Y | +311.1% | -88.0% | +399.1% | +529.6% |
| All | +391.7% | -87.4% | +479.1% | +581.8% |
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