+24.3%
DECK vs SEDG
-92.5%
+116.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -12.7% | +11.2% | -0.5% |
| 7D | +6.0% | -14.2% | +20.2% | +7.1% |
| 30D | +7.4% | -23.0% | +30.5% | +9.5% |
| 3M | -11.7% | -22.7% | +11.1% | -10.3% |
| 6M | -11.0% | -41.3% | +30.3% | -9.1% |
| YTD | -15.4% | -9.2% | -6.2% | -18.5% |
| 1Y | +7.2% | -36.1% | +43.4% | +6.5% |
| 3Y | -11.8% | -65.3% | +53.5% | -11.9% |
| 5Y | +24.3% | -92.4% | +116.7% | +64.2% |
| All | +24.3% | -92.5% | +116.8% | +64.2% |
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