+9.6%
AR vs SEDG
+21.1%
-11.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -8.9% | +10.2% | +2.3% |
| 7D | +6.4% | -7.3% | +13.7% | +7.2% |
| 30D | +3.1% | -25.3% | +28.4% | +6.2% |
| 3M | +3.3% | -24.1% | +27.4% | +5.7% |
| 6M | +6.6% | -39.9% | +46.5% | +9.0% |
| YTD | +12.3% | -15.8% | +28.1% | +7.7% |
| 1Y | +12.3% | -42.9% | +55.2% | +12.7% |
| 3Y | +50.4% | -65.9% | +116.3% | +44.4% |
| 5Y | +101.0% | -93.3% | +194.3% | +139.0% |
| 10Y | +57.5% | +81.9% | -24.5% | +9.2% |
| All | +9.6% | +21.1% | -11.6% | -19.1% |
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 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