+22.3%
DBX vs SEDG
-37.1%
+59.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.2% | -3.6% | -2.6% |
| 7D | -2.4% | +8.9% | -11.3% | -3.3% |
| 30D | -0.5% | +0.9% | -1.4% | -0.8% |
| 3M | +28.1% | -53.2% | +81.3% | +36.0% |
| 6M | +33.1% | -9.9% | +42.9% | +28.9% |
| YTD | +25.3% | +18.5% | +6.7% | +16.4% |
| 1Y | +18.3% | +0.1% | +18.2% | +10.4% |
| 3Y | +25.0% | -78.9% | +103.9% | +34.9% |
| 5Y | +7.5% | -88.0% | +95.6% | +22.2% |
| All | +22.3% | -37.1% | +59.4% | -4.7% |
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