-15.7%
AWK vs SEDG
-86.8%
+71.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.4% | -4.7% | -0.5% |
| 7D | -0.7% | +8.7% | -9.5% | -1.0% |
| 30D | +2.8% | +10.3% | -7.5% | +2.4% |
| 3M | +11.3% | -32.6% | +43.9% | +12.1% |
| 6M | +6.7% | -3.6% | +10.3% | +5.2% |
| YTD | +9.4% | +27.4% | -18.0% | +6.0% |
| 1Y | +3.7% | +24.9% | -21.2% | -0.1% |
| 3Y | +9.2% | -75.3% | +84.5% | +16.7% |
| 5Y | -15.7% | -86.3% | +70.6% | -5.8% |
| All | -15.7% | -86.8% | +71.1% | -5.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling