+359.3%
AVAV vs SEDG
+99.7%
+259.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -6.5% | +3.8% | -1.8% |
| 7D | 0.0% | -21.4% | +21.3% | +3.4% |
| 30D | -9.9% | -19.7% | +9.8% | -7.2% |
| 3M | -34.7% | -19.7% | -15.0% | -32.8% |
| 6M | -26.6% | -37.4% | +10.8% | -23.9% |
| YTD | -48.9% | -10.4% | -38.6% | -51.1% |
| 1Y | -63.0% | -43.0% | -20.0% | -62.2% |
| 3Y | +1.6% | -63.6% | +65.2% | -1.6% |
| 5Y | +34.5% | -92.5% | +127.0% | +64.4% |
| 10Y | +359.3% | +86.0% | +273.2% | +266.1% |
| All | +359.3% | +99.7% | +259.6% | +266.1% |
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 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