+392.8%
B vs SEDG
+70.6%
+322.2%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.2% | -3.4% | -2.3% |
| 7D | -1.6% | +8.9% | -10.5% | -2.2% |
| 30D | +9.4% | +0.9% | +8.5% | +9.2% |
| 3M | +5.0% | -53.2% | +58.2% | +9.8% |
| 6M | -3.5% | -9.9% | +6.3% | -5.0% |
| YTD | +4.5% | +18.5% | -14.1% | +0.4% |
| 1Y | +67.8% | +0.1% | +67.7% | +62.3% |
| 3Y | +196.7% | -78.9% | +275.6% | +201.7% |
| 5Y | +151.9% | -88.0% | +240.0% | +161.1% |
| 10Y | +202.2% | +97.5% | +104.7% | +177.3% |
| All | +392.8% | +70.6% | +322.2% | +387.7% |
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