+7.2%
AWK vs SEDG
-77.1%
+84.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.6% | +4.1% | -1.5% |
| 7D | -2.1% | +1.4% | -3.5% | -2.2% |
| 30D | +2.1% | +8.3% | -6.3% | +1.9% |
| 3M | +11.4% | -40.7% | +52.0% | +11.9% |
| 6M | +3.9% | -3.9% | +7.8% | +2.8% |
| YTD | +7.7% | +20.2% | -12.5% | +5.5% |
| 1Y | +1.3% | +17.6% | -16.3% | -1.2% |
| 3Y | +7.2% | -76.6% | +83.8% | +21.1% |
| All | +7.2% | -77.1% | +84.3% | +21.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling