+31.9%
DIS vs SEDG
+80.7%
-48.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +0.8% |
| 7D | +1.9% | -13.3% | +15.2% | +3.2% |
| 30D | +9.2% | -21.9% | +31.0% | +11.3% |
| 3M | +13.5% | -25.9% | +39.4% | +15.9% |
| 6M | +14.3% | -44.2% | +58.5% | +16.8% |
| YTD | +5.4% | -17.3% | +22.7% | +1.4% |
| 1Y | +12.2% | -34.5% | +46.7% | +10.4% |
| 3Y | +37.2% | -66.7% | +103.9% | +32.7% |
| 5Y | -23.1% | -93.4% | +70.3% | -11.4% |
| All | +31.9% | +80.7% | -48.8% | +10.0% |
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