+34.1%
D vs SEDG
+106.4%
-72.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.6% | +4.6% | -0.8% |
| 7D | -2.2% | +1.4% | -3.7% | -2.3% |
| 30D | -4.5% | +8.3% | -12.8% | -4.8% |
| 3M | -2.5% | -40.7% | +38.1% | -0.9% |
| 6M | +5.5% | -3.9% | +9.5% | +4.0% |
| YTD | +13.3% | +20.2% | -6.9% | +9.9% |
| 1Y | +11.8% | +17.6% | -5.8% | +7.8% |
| 3Y | +56.7% | -76.6% | +133.3% | +58.6% |
| 5Y | +4.3% | -87.1% | +91.4% | +6.8% |
| All | +34.1% | +106.4% | -72.4% | +13.8% |
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