+95.7%
DOCU vs SEDG
-48.3%
+144.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.4% | +0.1% |
| 7D | -4.8% | -8.4% | +3.6% | -3.8% |
| 30D | +9.4% | -14.1% | +23.5% | +11.4% |
| 3M | +29.0% | -12.9% | +41.9% | +30.3% |
| 6M | +62.3% | -33.0% | +95.3% | +64.8% |
| YTD | +13.7% | -4.1% | +17.8% | +4.5% |
| 1Y | +11.5% | -30.9% | +42.4% | +8.2% |
| 3Y | +94.2% | -60.7% | +154.9% | +81.7% |
| 5Y | -71.7% | -92.1% | +20.4% | -61.2% |
| All | +95.7% | -48.3% | +144.0% | +79.6% |
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