+291.5%
C vs SEDG
+118.8%
+172.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.4% | -3.9% | 0.0% |
| 7D | +0.3% | +8.7% | -8.5% | -0.7% |
| 30D | +2.0% | +10.3% | -8.3% | +0.7% |
| 3M | +4.4% | -32.6% | +37.0% | +7.4% |
| 6M | +28.3% | -3.6% | +31.9% | +24.2% |
| YTD | +20.5% | +27.4% | -6.9% | +12.0% |
| 1Y | +45.5% | +24.9% | +20.6% | +33.6% |
| 3Y | +274.0% | -75.3% | +349.3% | +288.5% |
| 5Y | +136.1% | -86.3% | +222.4% | +154.0% |
| All | +291.5% | +118.8% | +172.8% | +181.5% |
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