+105.0%
DAL vs SEDG
+84.0%
+21.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -8.9% | +3.7% | -3.9% |
| 7D | +1.4% | -7.3% | +8.7% | +2.5% |
| 30D | +9.1% | -25.3% | +34.4% | +13.5% |
| 3M | -3.5% | -24.1% | +20.7% | -0.4% |
| 6M | +23.4% | -39.9% | +63.3% | +27.6% |
| YTD | +26.0% | -15.8% | +41.9% | +20.6% |
| 1Y | +44.6% | -42.9% | +87.5% | +46.7% |
| 3Y | +162.7% | -65.9% | +228.6% | +154.3% |
| 5Y | +113.0% | -93.3% | +206.3% | +163.2% |
| All | +105.0% | +84.0% | +21.0% | +44.0% |
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