+851.5%
DE vs SEDG
+106.4%
+745.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.6% | +5.3% | +0.3% |
| 7D | -2.6% | +1.4% | -4.0% | -2.8% |
| 30D | +9.0% | +8.3% | +0.7% | +7.9% |
| 3M | +19.1% | -40.7% | +59.8% | +24.0% |
| 6M | +14.4% | -3.9% | +18.3% | +10.8% |
| YTD | +45.9% | +20.2% | +25.7% | +36.5% |
| 1Y | +43.6% | +17.6% | +26.0% | +32.4% |
| 3Y | +75.9% | -76.6% | +152.5% | +80.0% |
| 5Y | +98.8% | -87.1% | +185.8% | +110.4% |
| All | +851.5% | +106.4% | +745.0% | +632.2% |
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