+123.4%
AS vs SEDG
-64.8%
+188.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.7% |
| 7D | -4.9% | -13.3% | +8.4% | -3.8% |
| 30D | +3.9% | -21.9% | +25.7% | +5.7% |
| 3M | -9.6% | -25.9% | +16.3% | -7.9% |
| 6M | -8.7% | -44.2% | +35.6% | -6.4% |
| YTD | -19.8% | -17.3% | -2.5% | -22.6% |
| 1Y | -1.5% | -34.5% | +33.0% | -2.7% |
| All | +123.4% | -64.8% | +188.3% | +106.1% |
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