+30.2%
DIS vs SEDG
-76.7%
+107.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.5% | -0.7% |
| 7D | -3.5% | +3.6% | -7.1% | -3.7% |
| 30D | +1.0% | +9.3% | -8.3% | +0.5% |
| 3M | +5.7% | -39.1% | +44.8% | +7.3% |
| 6M | +3.3% | +1.8% | +1.5% | +0.6% |
| YTD | -7.7% | +22.0% | -29.8% | -11.6% |
| 1Y | -10.0% | +17.2% | -27.2% | -14.1% |
| All | +30.2% | -76.7% | +107.0% | +28.0% |
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 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