-11.3%
DASH vs SEDG
-33.5%
+22.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.7% |
| 7D | -4.8% | -8.4% | +3.6% | -5.1% |
| 30D | -7.9% | -14.1% | +6.2% | -8.4% |
| 3M | -16.3% | -12.9% | -3.4% | -16.6% |
| 6M | +10.4% | -33.0% | +43.4% | +10.4% |
| YTD | -20.1% | -4.1% | -16.0% | -17.0% |
| All | -11.3% | -33.5% | +22.1% | -7.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling