+57.3%
DIA vs SEDG
-75.7%
+133.1%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.4% | -5.0% | -0.8% |
| 7D | -3.0% | +8.7% | -11.7% | -3.4% |
| 30D | -3.0% | +10.3% | -13.3% | -3.5% |
| 3M | +4.5% | -32.6% | +37.1% | +5.6% |
| 6M | +9.8% | -3.6% | +13.3% | +8.5% |
| YTD | +9.3% | +27.4% | -18.1% | +6.3% |
| 1Y | +16.0% | +24.9% | -8.9% | +12.3% |
| All | +57.3% | -75.7% | +133.1% | +60.2% |
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 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