+137.8%
AS vs SEDG
-61.9%
+199.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.5% | +4.7% | -1.3% |
| 7D | +4.5% | -21.4% | +25.8% | +6.4% |
| 30D | +13.2% | -19.7% | +32.9% | +15.0% |
| 3M | -11.9% | -19.7% | +7.8% | -10.9% |
| 6M | -11.6% | -37.4% | +25.8% | -10.3% |
| YTD | -14.7% | -10.4% | -4.3% | -18.1% |
| 1Y | +5.7% | -43.0% | +48.7% | +6.1% |
| All | +137.8% | -61.9% | +199.6% | +117.9% |
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