+99.4%
DG vs SEDG
+81.7%
+17.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +6.5% | -10.5% | -4.4% |
| 7D | -2.5% | +12.1% | -14.6% | -3.1% |
| 30D | +1.0% | +14.7% | -13.7% | +0.1% |
| 3M | +20.3% | -43.0% | +63.4% | +23.3% |
| 6M | -11.7% | +9.0% | -20.8% | -14.3% |
| YTD | -2.3% | +26.3% | -28.6% | -6.5% |
| 1Y | +20.0% | +8.9% | +11.1% | +15.0% |
| 3Y | +7.2% | -75.5% | +82.8% | +7.0% |
| 5Y | -37.9% | -86.7% | +48.8% | -37.3% |
| 10Y | +107.3% | +110.6% | -3.3% | +69.6% |
| All | +99.4% | +81.7% | +17.7% | +60.1% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling