+24.7%
DECK vs SEDG
-93.5%
+118.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.8% | +4.5% | +2.9% |
| 7D | +0.1% | -13.3% | +13.4% | +1.3% |
| 30D | +4.8% | -21.9% | +26.7% | +6.6% |
| 3M | -6.9% | -25.9% | +18.9% | -5.2% |
| 6M | -7.6% | -44.2% | +36.7% | -5.2% |
| YTD | -16.3% | -17.3% | +1.1% | -18.8% |
| 1Y | +4.5% | -34.5% | +39.0% | +3.5% |
| 3Y | -17.1% | -66.7% | +49.6% | -17.5% |
| All | +24.7% | -93.5% | +118.2% | +80.1% |
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