+66.9%
DD vs SEDG
+106.4%
-39.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.6% | +5.4% | +0.4% |
| 7D | -3.5% | +1.4% | -4.9% | -3.7% |
| 30D | -11.7% | +8.3% | -20.0% | -12.7% |
| 3M | -9.2% | -40.7% | +31.4% | -4.8% |
| 6M | -7.2% | -3.9% | -3.3% | -10.4% |
| YTD | +6.6% | +20.2% | -13.6% | -0.9% |
| 1Y | +32.0% | +17.6% | +14.4% | +21.2% |
| 3Y | +42.1% | -76.6% | +118.7% | +46.5% |
| 5Y | +58.1% | -87.1% | +145.1% | +69.6% |
| All | +66.9% | +106.4% | -39.6% | +30.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling