+113.6%
C vs SEDG
-93.5%
+207.1%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.1% |
| 7D | +4.2% | -13.3% | +17.5% | +5.3% |
| 30D | +2.0% | -21.9% | +23.8% | +3.8% |
| 3M | -10.1% | -25.9% | +15.8% | -8.4% |
| 6M | +1.0% | -44.2% | +45.2% | +3.6% |
| YTD | +8.5% | -17.3% | +25.8% | +6.0% |
| 1Y | +25.7% | -34.5% | +60.2% | +25.2% |
| 3Y | +216.0% | -66.7% | +282.7% | +215.5% |
| All | +113.6% | -93.5% | +207.1% | +152.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling