-52.9%
DOCS vs SEDG
-93.5%
+40.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +0.6% |
| 7D | +2.6% | -13.3% | +15.9% | +3.9% |
| 30D | +11.4% | -21.9% | +33.3% | +13.7% |
| 3M | +25.4% | -25.9% | +51.3% | +28.1% |
| 6M | +42.5% | -44.2% | +86.8% | +45.2% |
| YTD | -24.7% | -17.3% | -7.4% | -29.4% |
| 1Y | -32.9% | -34.5% | +1.6% | -35.0% |
| 3Y | +39.6% | -66.7% | +106.3% | +47.7% |
| All | -52.9% | -93.5% | +40.6% | -0.5% |
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