+231.9%
C vs SEDG
+19.0%
+213.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.2% |
| 7D | +4.2% | -13.3% | +17.5% | +5.8% |
| 30D | +2.0% | -21.9% | +23.8% | +4.5% |
| 3M | -10.1% | -25.9% | +15.8% | -7.8% |
| 6M | +1.0% | -44.2% | +45.2% | +4.5% |
| YTD | +8.5% | -17.3% | +25.8% | +5.1% |
| 1Y | +25.7% | -34.5% | +60.2% | +25.0% |
| 3Y | +216.0% | -66.7% | +282.7% | +207.6% |
| 5Y | +112.3% | -93.4% | +205.7% | +148.9% |
| 10Y | +217.8% | +78.7% | +139.1% | +113.4% |
| All | +231.9% | +19.0% | +213.0% | +121.1% |
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