-54.2%
DOCS vs SEDG
-92.0%
+37.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.0% | -7.0% | -2.5% |
| 7D | -0.8% | -8.5% | +7.7% | -0.1% |
| 30D | +17.4% | -17.0% | +34.4% | +19.2% |
| 3M | +57.4% | -15.8% | +73.2% | +58.8% |
| 6M | +26.5% | -32.3% | +58.8% | +26.2% |
| YTD | -26.6% | -4.6% | -21.9% | -32.1% |
| 1Y | -48.1% | -29.2% | -18.8% | -50.1% |
| 3Y | +52.6% | -61.7% | +114.3% | +59.4% |
| All | -54.2% | -92.0% | +37.8% | -9.2% |
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