+20.7%
DHI vs SEDG
-77.1%
+97.8%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.6% | +7.3% | +2.2% |
| 7D | -3.4% | +1.4% | -4.8% | -3.6% |
| 30D | -5.4% | +8.3% | -13.7% | -6.3% |
| 3M | -10.4% | -40.7% | +30.2% | -7.6% |
| 6M | -2.8% | -3.9% | +1.1% | -5.6% |
| YTD | -3.4% | +20.2% | -23.6% | -9.1% |
| 1Y | -22.9% | +17.6% | -40.5% | -28.4% |
| 3Y | +20.7% | -76.6% | +97.3% | +29.5% |
| All | +20.7% | -77.1% | +97.8% | +29.5% |
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