+288.6%
AZO vs SEDG
+106.4%
+182.1%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.6% | +5.5% | +0.1% |
| 7D | -3.6% | +1.4% | -5.0% | -3.6% |
| 30D | -5.6% | +8.3% | -13.9% | -5.9% |
| 3M | -6.6% | -40.7% | +34.0% | -5.2% |
| 6M | -22.5% | -3.9% | -18.6% | -24.0% |
| YTD | -15.2% | +20.2% | -35.4% | -18.1% |
| 1Y | -33.9% | +17.6% | -51.5% | -36.6% |
| 3Y | +11.8% | -76.6% | +88.4% | +14.9% |
| 5Y | +85.5% | -87.1% | +172.6% | +94.3% |
| All | +288.6% | +106.4% | +182.1% | +230.0% |
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