-99.9%
DFNS vs SEDG
-80.1%
-19.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.1% |
| 7D | -16.0% | +8.9% | -24.9% | -19.1% |
| 30D | -77.7% | +0.9% | -78.6% | -77.8% |
| 3M | -77.2% | -53.2% | -23.9% | -69.7% |
| 6M | -95.2% | -9.9% | -85.3% | -95.5% |
| YTD | -98.0% | +18.5% | -116.5% | -98.3% |
| 1Y | -98.3% | +0.1% | -98.4% | -98.5% |
| 3Y | -99.9% | -78.9% | -21.0% | -99.9% |
| 5Y | -99.9% | -88.0% | -11.8% | -99.9% |
| All | -99.9% | -80.1% | -19.8% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling