+423.6%
COMP vs SEDG
-65.9%
+489.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.5% | +1.9% |
| 7D | 0.0% | -13.3% | +13.3% | +1.9% |
| 30D | +16.6% | -21.9% | +38.4% | +20.3% |
| 3M | -23.5% | -25.9% | +2.4% | -20.8% |
| 6M | +25.7% | -44.2% | +70.0% | +31.2% |
| YTD | -3.4% | -17.3% | +13.9% | -8.4% |
| 1Y | +7.6% | -34.5% | +42.1% | +5.8% |
| 3Y | +423.6% | -66.7% | +490.3% | +460.3% |
| All | +423.6% | -65.9% | +489.5% | +460.3% |
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