+781.3%
DECK vs SEDG
+94.7%
+686.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.1% | -4.7% | -1.9% |
| 7D | -0.8% | -11.2% | +10.3% | +0.3% |
| 30D | +4.9% | -15.3% | +20.2% | +6.4% |
| 3M | -5.8% | -19.9% | +14.1% | -4.2% |
| 6M | -8.6% | -36.2% | +27.6% | -6.9% |
| YTD | -14.7% | -7.6% | -7.2% | -19.0% |
| 1Y | +6.9% | -40.3% | +47.2% | +6.9% |
| 3Y | -16.2% | -62.5% | +46.3% | -20.5% |
| 5Y | +25.3% | -92.6% | +117.8% | +50.1% |
| 10Y | +781.3% | +99.8% | +681.5% | +598.3% |
| All | +781.3% | +94.7% | +686.6% | +598.3% |
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