+231.2%
AWK vs SEDG
+81.7%
+149.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.5% | -6.7% | -0.5% |
| 7D | +2.2% | +12.1% | -10.0% | +1.6% |
| 30D | +4.4% | +14.7% | -10.3% | +3.7% |
| 3M | +15.4% | -43.0% | +58.4% | +17.5% |
| 6M | +3.5% | +9.0% | -5.5% | +1.1% |
| YTD | +9.8% | +26.3% | -16.5% | +5.9% |
| 1Y | +3.0% | +8.9% | -5.9% | -0.7% |
| 3Y | +9.7% | -75.5% | +85.2% | +11.7% |
| 5Y | -17.2% | -86.7% | +69.6% | -14.0% |
| 10Y | +126.1% | +110.6% | +15.5% | +102.7% |
| All | +231.2% | +81.7% | +149.5% | +197.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling