+55.8%
DOCS vs SEDG
-65.3%
+121.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -12.7% | +8.4% | -4.2% |
| 7D | -1.3% | -14.2% | +12.9% | -1.3% |
| 30D | +19.4% | -23.0% | +42.4% | +19.5% |
| 3M | +53.4% | -22.7% | +76.1% | +53.5% |
| 6M | +28.8% | -41.3% | +70.1% | +28.9% |
| YTD | -25.1% | -9.2% | -15.9% | -26.6% |
| 1Y | -48.1% | -36.1% | -12.0% | -48.6% |
| All | +55.8% | -65.3% | +121.1% | +72.7% |
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