-10.9%
DOW vs SEDG
-10.8%
-0.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.8% | -0.2% |
| 7D | -6.0% | +3.6% | -9.6% | -6.5% |
| 30D | -2.7% | +9.3% | -12.1% | -4.1% |
| 3M | -10.5% | -39.1% | +28.6% | -6.5% |
| 6M | -12.4% | +1.8% | -14.2% | -16.9% |
| YTD | +30.0% | +22.0% | +8.0% | +19.0% |
| 1Y | +27.8% | +17.2% | +10.6% | +15.6% |
| 3Y | -34.9% | -76.3% | +41.4% | -33.4% |
| 5Y | -35.9% | -87.2% | +51.4% | -32.2% |
| All | -10.9% | -10.8% | -0.1% | -43.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling