+268.6%
ARM vs SEDG
-65.9%
+334.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.8% | -2.8% | -4.3% |
| 7D | +9.1% | -13.3% | +22.4% | +12.3% |
| 30D | -19.9% | -21.9% | +1.9% | -16.0% |
| 3M | -31.6% | -25.9% | -5.7% | -27.7% |
| 6M | -13.9% | -44.2% | +30.4% | -5.0% |
| YTD | +74.3% | -17.3% | +91.6% | +78.1% |
| 1Y | +35.8% | -34.5% | +70.3% | +43.3% |
| 3Y | +268.6% | -66.7% | +335.3% | +374.1% |
| All | +268.6% | -65.9% | +334.5% | +374.1% |
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 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