+25.4%
DBX vs SEDG
-75.7%
+101.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.4% | -3.0% | +1.2% |
| 7D | -1.8% | +8.7% | -10.5% | -2.1% |
| 30D | +2.8% | +10.3% | -7.5% | +2.5% |
| 3M | +26.8% | -32.6% | +59.4% | +27.8% |
| 6M | +32.8% | -3.6% | +36.3% | +30.5% |
| YTD | +26.1% | +27.4% | -1.3% | +21.7% |
| 1Y | +14.1% | +24.9% | -10.8% | +9.6% |
| All | +25.4% | -75.7% | +101.1% | +33.4% |
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