-26.2%
DT vs SEDG
-87.2%
+61.0%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.6% | +5.0% | -0.1% |
| 7D | -1.6% | +1.4% | -3.0% | -1.8% |
| 30D | +3.0% | +8.3% | -5.3% | +2.0% |
| 3M | +26.5% | -40.7% | +67.2% | +31.3% |
| 6M | +35.9% | -3.9% | +39.8% | +30.1% |
| YTD | +17.8% | +20.2% | -2.4% | +8.2% |
| 1Y | +4.1% | +17.6% | -13.5% | -6.2% |
| 3Y | +5.3% | -76.6% | +81.9% | +29.0% |
| All | -26.2% | -87.2% | +61.0% | +0.7% |
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 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