+724.9%
DELL vs SEDG
-77.1%
+802.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -5.6% | +17.6% | +12.6% |
| 7D | +8.2% | +1.4% | +6.8% | +7.9% |
| 30D | +17.1% | +8.3% | +8.8% | +15.8% |
| 3M | +45.2% | -40.7% | +85.8% | +51.3% |
| 6M | +286.8% | -3.9% | +290.7% | +284.1% |
| YTD | +354.8% | +20.2% | +334.6% | +339.9% |
| 1Y | +358.3% | +17.6% | +340.7% | +341.0% |
| 3Y | +724.9% | -76.6% | +801.5% | +720.4% |
| All | +724.9% | -77.1% | +802.0% | +720.4% |
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