+134.9%
AS vs SEDG
-59.5%
+194.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.0% | -4.5% | +0.1% |
| 7D | +6.9% | -8.5% | +15.4% | +7.5% |
| 30D | +16.0% | -17.0% | +33.0% | +17.5% |
| 3M | -12.8% | -15.8% | +2.9% | -12.1% |
| 6M | -15.4% | -32.3% | +16.9% | -14.8% |
| YTD | -15.7% | -4.6% | -11.1% | -19.5% |
| 1Y | +6.1% | -29.2% | +35.3% | +4.1% |
| All | +134.9% | -59.5% | +194.3% | +114.1% |
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