+108.9%
DAL vs SEDG
+70.6%
+38.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.2% | +0.6% | +1.6% |
| 7D | +0.1% | +8.9% | -8.8% | -1.1% |
| 30D | -13.9% | +0.9% | -14.8% | -14.3% |
| 3M | +1.1% | -53.2% | +54.3% | +10.5% |
| 6M | +26.2% | -9.9% | +36.1% | +22.2% |
| YTD | +16.4% | +18.5% | -2.1% | +7.2% |
| 1Y | +33.9% | +0.1% | +33.7% | +24.3% |
| 3Y | +93.4% | -78.9% | +172.3% | +104.4% |
| 5Y | +106.4% | -88.0% | +194.4% | +127.9% |
| 10Y | +143.0% | +97.5% | +45.5% | +74.6% |
| All | +108.9% | +70.6% | +38.3% | +50.1% |
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