+269.3%
C vs SEDG
-75.9%
+345.1%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.5% | -7.2% | -1.1% |
| 7D | +3.2% | +12.1% | -9.0% | +2.4% |
| 30D | +1.3% | +14.7% | -13.4% | +0.2% |
| 3M | +3.1% | -43.0% | +46.2% | +6.1% |
| 6M | +29.6% | +9.0% | +20.6% | +26.0% |
| YTD | +19.0% | +26.3% | -7.3% | +13.9% |
| 1Y | +45.6% | +8.9% | +36.7% | +39.8% |
| 3Y | +269.3% | -75.5% | +344.8% | +301.9% |
| All | +269.3% | -75.9% | +345.1% | +301.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling