+52.8%
D vs SEDG
+70.6%
-17.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.5% |
| 7D | +1.5% | +8.9% | -7.4% | +1.1% |
| 30D | -2.6% | +0.9% | -3.5% | -2.7% |
| 3M | 0.0% | -53.2% | +53.2% | +2.4% |
| 6M | +7.4% | -9.9% | +17.2% | +6.1% |
| YTD | +15.9% | +18.5% | -2.7% | +12.8% |
| 1Y | +18.1% | +0.1% | +18.0% | +15.1% |
| 3Y | +58.4% | -78.9% | +137.3% | +60.3% |
| 5Y | +5.2% | -88.0% | +93.2% | +7.5% |
| 10Y | +35.9% | +97.5% | -61.6% | +20.1% |
| All | +52.8% | +70.6% | -17.8% | +36.2% |
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