+201.4%
B vs SEDG
+106.4%
+95.0%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.6% | +6.1% | +0.9% |
| 7D | -2.4% | +1.4% | -3.8% | -2.6% |
| 30D | +6.3% | +8.3% | -2.0% | +5.5% |
| 3M | +12.1% | -40.7% | +52.8% | +15.6% |
| 6M | -3.1% | -3.9% | +0.8% | -5.3% |
| YTD | +2.0% | +20.2% | -18.2% | -2.7% |
| 1Y | +51.7% | +17.6% | +34.1% | +44.2% |
| 3Y | +190.5% | -76.6% | +267.1% | +195.6% |
| 5Y | +158.0% | -87.1% | +245.1% | +169.2% |
| All | +201.4% | +106.4% | +95.0% | +169.1% |
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 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