+128.5%
AWK vs SEDG
+106.4%
+22.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.6% | +4.1% | -1.3% |
| 7D | -2.1% | +1.4% | -3.5% | -2.2% |
| 30D | +2.1% | +8.3% | -6.3% | +1.6% |
| 3M | +11.4% | -40.7% | +52.0% | +13.3% |
| 6M | +3.9% | -3.9% | +7.8% | +2.0% |
| YTD | +7.7% | +20.2% | -12.5% | +3.8% |
| 1Y | +1.3% | +17.6% | -16.3% | -3.1% |
| 3Y | +7.2% | -76.6% | +83.8% | +10.4% |
| 5Y | -17.0% | -87.1% | +70.1% | -12.8% |
| All | +128.5% | +106.4% | +22.1% | +105.8% |
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