+332.8%
AVAV vs SEDG
+102.0%
+230.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.1% | -2.4% | +0.3% |
| 7D | +9.9% | -11.2% | +21.0% | +11.8% |
| 30D | -5.4% | -15.3% | +9.9% | -3.2% |
| 3M | -36.5% | -19.9% | -16.6% | -34.7% |
| 6M | -25.3% | -36.2% | +10.9% | -22.7% |
| YTD | -48.6% | -7.6% | -41.0% | -50.9% |
| 1Y | -62.1% | -40.3% | -21.7% | -61.5% |
| 3Y | +2.3% | -62.5% | +64.8% | -1.3% |
| 5Y | +35.4% | -92.6% | +127.9% | +66.1% |
| All | +332.8% | +102.0% | +230.8% | +238.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling