+105.6%
DD vs SEDG
+81.7%
+23.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.5% | -6.7% | -1.0% |
| 7D | -0.6% | +12.1% | -12.7% | -2.0% |
| 30D | -7.4% | +14.7% | -22.1% | -9.1% |
| 3M | -6.4% | -43.0% | +36.6% | -1.5% |
| 6M | -2.5% | +9.0% | -11.5% | -7.2% |
| YTD | +10.2% | +26.3% | -16.0% | +2.2% |
| 1Y | +36.9% | +8.9% | +28.0% | +27.4% |
| 3Y | +47.0% | -75.5% | +122.5% | +49.7% |
| 5Y | +63.1% | -86.7% | +149.9% | +73.0% |
| 10Y | +68.2% | +110.6% | -42.4% | +23.7% |
| All | +105.6% | +81.7% | +23.9% | +50.0% |
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