+135.0%
DAL vs SEDG
+103.5%
+31.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.1% | +0.2% |
| 7D | +0.8% | +3.6% | -2.8% | +0.2% |
| 30D | -11.7% | +9.3% | -21.0% | -13.2% |
| 3M | -2.7% | -39.1% | +36.3% | +2.8% |
| 6M | +30.7% | +1.8% | +28.9% | +23.7% |
| YTD | +14.4% | +22.0% | -7.7% | +4.1% |
| 1Y | +31.2% | +17.2% | +14.0% | +18.1% |
| 3Y | +99.4% | -76.3% | +175.8% | +109.6% |
| 5Y | +98.6% | -87.2% | +185.8% | +120.7% |
| 10Y | +135.0% | +108.6% | +26.4% | +58.0% |
| All | +135.0% | +103.5% | +31.5% | +58.0% |
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