+4.9%
DG vs SEDG
-77.1%
+82.0%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +3.6% |
| 3M | +9.5% | -40.7% | +50.2% | +11.6% |
| 6M | -13.1% | -3.9% | -9.2% | -15.2% |
| YTD | -4.8% | +20.2% | -25.0% | -9.1% |
| 1Y | +20.6% | +17.6% | +3.0% | +14.2% |
| 3Y | +4.9% | -76.6% | +81.5% | +18.7% |
| All | +4.9% | -77.1% | +82.0% | +18.7% |
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