+47.2%
AR vs SEDG
-65.9%
+113.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.2% |
| 7D | +7.4% | -13.3% | +20.7% | +8.0% |
| 30D | +5.8% | -21.9% | +27.6% | +6.8% |
| 3M | +5.2% | -25.9% | +31.1% | +6.3% |
| 6M | +5.4% | -44.2% | +49.7% | +6.7% |
| YTD | +12.4% | -17.3% | +29.8% | +10.3% |
| 1Y | +12.8% | -34.5% | +47.3% | +12.2% |
| 3Y | +47.2% | -66.7% | +113.9% | +41.5% |
| All | +47.2% | -65.9% | +113.1% | +41.5% |
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