+4,404.4%
DELL vs SEDG
+106.4%
+4,298.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -5.6% | +17.6% | +12.7% |
| 7D | +8.2% | +1.4% | +6.8% | +7.8% |
| 30D | +17.1% | +8.3% | +8.8% | +15.5% |
| 3M | +45.2% | -40.7% | +85.8% | +52.9% |
| 6M | +286.8% | -3.9% | +290.7% | +279.4% |
| YTD | +354.8% | +20.2% | +334.6% | +330.0% |
| 1Y | +358.3% | +17.6% | +340.7% | +328.7% |
| 3Y | +724.9% | -76.6% | +801.5% | +759.5% |
| 5Y | +1,193.7% | -87.1% | +1,280.8% | +1,300.8% |
| All | +4,404.4% | +106.4% | +4,298.0% | +3,271.1% |
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 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