+125.3%
AS vs SEDG
-64.2%
+189.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -8.9% | +6.1% | -2.1% |
| 7D | -3.6% | -7.3% | +3.7% | -3.0% |
| 30D | +3.4% | -25.3% | +28.7% | +5.6% |
| 3M | -8.6% | -24.1% | +15.5% | -7.1% |
| 6M | -10.0% | -39.9% | +29.9% | -8.5% |
| YTD | -19.2% | -15.8% | -3.4% | -22.0% |
| 1Y | -3.8% | -42.9% | +39.1% | -3.6% |
| All | +125.3% | -64.2% | +189.5% | +107.5% |
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