+32.9%
DIS vs SEDG
+94.7%
-61.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.1% | -2.8% | +0.1% |
| 7D | +0.6% | -11.2% | +11.7% | +1.6% |
| 30D | +10.3% | -15.3% | +25.6% | +11.6% |
| 3M | +15.6% | -19.9% | +35.5% | +17.2% |
| 6M | +15.1% | -36.2% | +51.3% | +16.2% |
| YTD | +6.0% | -7.6% | +13.5% | +1.0% |
| 1Y | +5.7% | -40.3% | +46.0% | +5.3% |
| 3Y | +39.8% | -62.5% | +102.3% | +33.8% |
| 5Y | -23.9% | -92.6% | +68.7% | -13.3% |
| 10Y | +32.9% | +99.8% | -66.8% | +9.6% |
| All | +32.9% | +94.7% | -61.7% | +9.6% |
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