+140.9%
DAL vs SEDG
+29.0%
+111.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.5% | +6.9% | +1.4% |
| 7D | +10.7% | -21.4% | +32.1% | +14.3% |
| 30D | +12.5% | -19.7% | +32.2% | +15.6% |
| 3M | +3.6% | -19.7% | +23.4% | +6.0% |
| 6M | +26.7% | -37.4% | +64.1% | +30.2% |
| YTD | +34.3% | -10.4% | +44.6% | +27.8% |
| 1Y | +59.1% | -43.0% | +102.1% | +61.6% |
| 3Y | +179.9% | -63.6% | +243.5% | +168.2% |
| 5Y | +119.1% | -92.5% | +211.6% | +158.7% |
| 10Y | +125.6% | +86.0% | +39.6% | +64.7% |
| All | +140.9% | +29.0% | +111.9% | +79.0% |
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 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