+22.7%
DIS vs SEDG
+118.8%
-96.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.4% | -2.8% | +1.2% |
| 7D | -1.3% | +8.7% | -10.0% | -2.0% |
| 30D | +2.2% | +10.3% | -8.1% | +1.1% |
| 3M | +8.1% | -32.6% | +40.8% | +10.5% |
| 6M | +5.2% | -3.6% | +8.8% | +1.7% |
| YTD | -6.3% | +27.4% | -33.7% | -12.8% |
| 1Y | -7.3% | +24.9% | -32.2% | -14.7% |
| 3Y | +33.8% | -75.3% | +109.1% | +37.1% |
| 5Y | -40.7% | -86.3% | +45.6% | -36.8% |
| All | +22.7% | +118.8% | -96.1% | +0.2% |
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