+877.2%
DECK vs SEDG
+96.5%
+780.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.0% | -6.2% | -1.7% |
| 7D | +5.8% | -8.5% | +14.2% | +6.5% |
| 30D | +7.9% | -17.0% | +24.9% | +9.7% |
| 3M | -11.4% | -15.8% | +4.4% | -10.4% |
| 6M | -16.6% | -32.3% | +15.7% | -15.6% |
| YTD | -16.4% | -4.6% | -11.7% | -20.7% |
| 1Y | +8.6% | -29.2% | +37.9% | +6.3% |
| 3Y | -15.1% | -61.7% | +46.6% | -19.5% |
| 5Y | +22.9% | -92.0% | +114.9% | +45.5% |
| All | +877.2% | +96.5% | +780.7% | +711.9% |
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 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