-38.0%
DOCS vs SEDG
-89.6%
+51.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +1.1% |
| 7D | 0.0% | -8.4% | +8.4% | +0.6% |
| 30D | +7.8% | -14.1% | +21.9% | +9.0% |
| 3M | +20.0% | -12.9% | +32.9% | +20.7% |
| 6M | +26.5% | -33.0% | +59.5% | +26.4% |
| YTD | -25.8% | -4.1% | -21.6% | -31.2% |
| 1Y | -39.5% | -30.9% | -8.6% | -41.5% |
| 3Y | +60.3% | -60.7% | +121.0% | +64.5% |
| 5Y | -57.0% | -92.1% | +35.1% | -32.6% |
| All | -38.0% | -89.6% | +51.7% | +0.3% |
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