+41.1%
AR vs SEDG
+118.8%
-77.6%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.4% | -4.2% | -0.4% |
| 7D | -1.3% | +8.7% | -10.0% | -2.3% |
| 30D | +3.5% | +10.3% | -6.8% | +2.2% |
| 3M | +9.9% | -32.6% | +42.5% | +13.0% |
| 6M | +4.5% | -3.6% | +8.1% | +1.0% |
| YTD | +13.7% | +27.4% | -13.7% | +4.7% |
| 1Y | +19.2% | +24.9% | -5.7% | +8.3% |
| 3Y | +46.2% | -75.3% | +121.5% | +52.6% |
| 5Y | +145.9% | -86.3% | +232.2% | +169.5% |
| All | +41.1% | +118.8% | -77.6% | +5.1% |
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