+247.6%
DIA vs SEDG
+106.4%
+141.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.6% | +6.6% | +1.4% |
| 7D | -1.6% | +1.4% | -3.0% | -1.7% |
| 30D | -2.0% | +8.3% | -10.3% | -2.8% |
| 3M | +3.6% | -40.7% | +44.3% | +6.8% |
| 6M | +11.5% | -3.9% | +15.4% | +8.9% |
| YTD | +10.4% | +20.2% | -9.9% | +5.1% |
| 1Y | +15.6% | +17.6% | -2.0% | +9.1% |
| 3Y | +58.9% | -76.6% | +135.5% | +64.0% |
| 5Y | +65.3% | -87.1% | +152.4% | +75.2% |
| All | +247.6% | +106.4% | +141.2% | +175.2% |
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