-1.8%
DECK vs SEDG
-78.8%
+77.1%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.4% | +1.5% |
| 7D | -2.2% | +8.9% | -11.1% | -2.6% |
| 30D | -13.6% | +0.9% | -14.5% | -13.7% |
| 3M | -21.2% | -53.2% | +32.0% | -19.3% |
| 6M | -21.1% | -9.9% | -11.2% | -21.7% |
| YTD | -17.2% | +18.5% | -35.8% | -19.2% |
| 1Y | -30.7% | +0.1% | -30.9% | -32.4% |
| All | -1.8% | -78.8% | +77.1% | +5.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling