+279.6%
DIA vs SEDG
+70.6%
+209.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -0.6% |
| 7D | -0.2% | +8.9% | -9.1% | -0.8% |
| 30D | -1.5% | +0.9% | -2.4% | -1.7% |
| 3M | +3.8% | -53.2% | +57.0% | +8.8% |
| 6M | +10.3% | -9.9% | +20.1% | +8.3% |
| YTD | +12.1% | +18.5% | -6.5% | +7.1% |
| 1Y | +18.6% | +0.1% | +18.5% | +13.7% |
| 3Y | +60.6% | -78.9% | +139.5% | +66.3% |
| 5Y | +64.4% | -88.0% | +152.5% | +74.1% |
| 10Y | +250.1% | +97.5% | +152.6% | +173.9% |
| All | +279.6% | +70.6% | +209.1% | +190.9% |
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