-34.4%
DOW vs SEDG
-75.7%
+41.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.4% | -3.6% | +0.4% |
| 7D | -2.4% | +8.7% | -11.1% | -3.2% |
| 30D | -4.1% | +10.3% | -14.4% | -5.2% |
| 3M | -12.4% | -32.6% | +20.2% | -10.3% |
| 6M | -10.6% | -3.6% | -7.1% | -13.8% |
| YTD | +31.1% | +27.4% | +3.7% | +21.1% |
| 1Y | +30.5% | +24.9% | +5.6% | +19.1% |
| All | -34.4% | -75.7% | +41.4% | -36.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling