+99.6%
DE vs SEDG
-87.2%
+186.8%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.6% | +5.3% | +0.2% |
| 7D | -2.6% | +1.4% | -4.0% | -2.7% |
| 30D | +9.0% | +8.3% | +0.7% | +8.1% |
| 3M | +19.1% | -40.7% | +59.8% | +23.2% |
| 6M | +14.4% | -3.9% | +18.3% | +11.2% |
| YTD | +45.9% | +20.2% | +25.7% | +37.7% |
| 1Y | +43.6% | +17.6% | +26.0% | +33.8% |
| 3Y | +75.9% | -76.6% | +152.5% | +83.1% |
| All | +99.6% | -87.2% | +186.8% | +113.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling