+101.8%
DASH vs SEDG
-63.6%
+165.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.0% | -5.1% | -0.3% |
| 7D | +0.4% | -8.5% | +8.8% | +0.6% |
| 30D | -6.0% | -17.0% | +11.0% | -5.6% |
| 3M | -15.8% | -15.8% | 0.0% | -15.5% |
| 6M | +7.0% | -32.3% | +39.2% | +7.1% |
| YTD | -20.7% | -4.6% | -16.0% | -22.6% |
| 1Y | -8.5% | -29.2% | +20.7% | -9.5% |
| 3Y | +101.8% | -61.7% | +163.5% | +99.1% |
| All | +101.8% | -63.6% | +165.4% | +99.1% |
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 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