+18.7%
DBX vs SEDG
-33.0%
+51.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +6.5% | -9.4% | -3.6% |
| 7D | -1.3% | +12.1% | -13.4% | -2.5% |
| 30D | -2.9% | +14.7% | -17.6% | -4.4% |
| 3M | +23.8% | -43.0% | +66.9% | +29.0% |
| 6M | +26.2% | +9.0% | +17.2% | +19.7% |
| YTD | +21.6% | +26.3% | -4.7% | +12.2% |
| 1Y | +11.4% | +8.9% | +2.5% | +3.0% |
| 3Y | +21.3% | -75.5% | +96.8% | +28.0% |
| 5Y | +6.7% | -86.7% | +93.4% | +19.6% |
| All | +18.7% | -33.0% | +51.7% | -8.1% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling