+313.9%
B vs SEDG
+19.0%
+295.0%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.2% | -0.5% |
| 7D | -7.3% | -13.3% | +6.0% | -6.4% |
| 30D | -3.3% | -21.9% | +18.5% | -1.9% |
| 3M | -7.8% | -25.9% | +18.1% | -6.3% |
| 6M | -15.5% | -44.2% | +28.7% | -13.7% |
| YTD | -12.3% | -17.3% | +5.1% | -13.8% |
| 1Y | +5.4% | -34.5% | +39.9% | +5.2% |
| 3Y | +165.5% | -66.7% | +232.2% | +161.8% |
| 5Y | +107.0% | -93.4% | +200.4% | +122.6% |
| 10Y | +210.6% | +78.7% | +131.9% | +190.0% |
| All | +313.9% | +19.0% | +295.0% | +318.7% |
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