+173.8%
DAL vs SEDG
-63.6%
+237.5%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.0% | -2.8% | +1.6% |
| 7D | +8.8% | -8.5% | +17.2% | +9.6% |
| 30D | +5.4% | -17.0% | +22.4% | +7.2% |
| 3M | -4.9% | -15.8% | +10.9% | -3.8% |
| 6M | +19.8% | -32.3% | +52.1% | +21.3% |
| YTD | +27.0% | -4.6% | +31.6% | +21.3% |
| 1Y | +52.5% | -29.2% | +81.7% | +50.2% |
| 3Y | +173.8% | -61.7% | +235.5% | +165.0% |
| All | +173.8% | -63.6% | +237.5% | +165.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling