+107.7%
DG vs SEDG
+70.6%
+37.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.2% | +0.3% | +1.4% |
| 7D | +8.4% | +8.9% | -0.5% | +7.9% |
| 30D | +4.9% | +0.9% | +4.1% | +4.8% |
| 3M | +29.3% | -53.2% | +82.6% | +34.0% |
| 6M | -11.3% | -9.9% | -1.4% | -12.7% |
| YTD | +1.8% | +18.5% | -16.8% | -2.2% |
| 1Y | +25.3% | +0.1% | +25.2% | +20.7% |
| 3Y | +9.1% | -78.9% | +88.0% | +9.8% |
| 5Y | -34.9% | -88.0% | +53.2% | -33.8% |
| 10Y | +108.2% | +97.5% | +10.7% | +71.0% |
| All | +107.7% | +70.6% | +37.2% | +67.4% |
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 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