+98.2%
DG vs SEDG
+106.4%
-8.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.6% | +6.9% | +1.6% |
| 7D | -6.5% | +1.4% | -7.9% | -6.6% |
| 30D | +4.2% | +8.3% | -4.1% | +3.5% |
| 3M | +9.5% | -40.7% | +50.2% | +12.0% |
| 6M | -13.1% | -3.9% | -9.2% | -15.0% |
| YTD | -4.8% | +20.2% | -25.0% | -8.9% |
| 1Y | +20.6% | +17.6% | +3.0% | +14.5% |
| 3Y | +4.9% | -76.6% | +81.5% | +5.2% |
| 5Y | -37.9% | -87.1% | +49.2% | -37.0% |
| All | +98.2% | +106.4% | -8.3% | +48.6% |
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