+11.5%
AR vs SEDG
+70.6%
-59.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -0.8% |
| 7D | +2.5% | +8.9% | -6.4% | +1.5% |
| 30D | +14.8% | +0.9% | +13.9% | +14.4% |
| 3M | +6.2% | -53.2% | +59.5% | +13.9% |
| 6M | +4.3% | -9.9% | +14.1% | +1.3% |
| YTD | +14.4% | +18.5% | -4.2% | +6.1% |
| 1Y | +21.3% | +0.1% | +21.2% | +13.2% |
| 3Y | +39.8% | -78.9% | +118.7% | +47.6% |
| 5Y | +142.1% | -88.0% | +230.1% | +166.9% |
| 10Y | +52.0% | +97.5% | -45.4% | +5.2% |
| All | +11.5% | +70.6% | -59.0% | -20.3% |
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