-73.2%
DOCS vs SEDG
-87.9%
+14.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.2% | -4.0% | -2.9% |
| 7D | -1.4% | +8.9% | -10.3% | -2.3% |
| 30D | +21.8% | +0.9% | +20.9% | +21.4% |
| 3M | +27.3% | -53.2% | +80.5% | +35.8% |
| 6M | -0.3% | -9.9% | +9.5% | -4.7% |
| YTD | -40.5% | +18.5% | -59.0% | -46.0% |
| 1Y | -61.5% | +0.1% | -61.7% | -64.9% |
| 3Y | +8.2% | -78.9% | +87.1% | +50.1% |
| All | -73.2% | -87.9% | +14.7% | -56.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling