+57.0%
D vs SEDG
+19.0%
+38.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.3% |
| 7D | -1.4% | -13.3% | +11.9% | -0.9% |
| 30D | +7.7% | -21.9% | +29.6% | +8.6% |
| 3M | -0.3% | -25.9% | +25.6% | +0.6% |
| 6M | +10.1% | -44.2% | +54.3% | +11.1% |
| YTD | +19.1% | -17.3% | +36.4% | +17.3% |
| 1Y | +15.9% | -34.5% | +50.4% | +15.3% |
| 3Y | +75.0% | -66.7% | +141.7% | +72.2% |
| 5Y | +13.4% | -93.4% | +106.8% | +18.8% |
| 10Y | +47.5% | +78.7% | -31.2% | +31.3% |
| All | +57.0% | +19.0% | +38.1% | +41.7% |
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