-12.1%
DOW vs SEDG
-12.2%
+0.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.6% | +3.6% | -1.3% |
| 7D | -1.4% | +1.4% | -2.8% | -1.6% |
| 30D | -3.9% | +8.3% | -12.2% | -5.1% |
| 3M | -12.7% | -40.7% | +28.0% | -8.4% |
| 6M | -13.7% | -3.9% | -9.8% | -17.3% |
| YTD | +28.4% | +20.2% | +8.2% | +17.7% |
| 1Y | +21.8% | +17.6% | +4.2% | +10.0% |
| 3Y | -35.7% | -76.6% | +40.9% | -34.2% |
| 5Y | -36.8% | -87.1% | +50.3% | -33.4% |
| All | -12.1% | -12.2% | +0.1% | -44.3% |
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