+110.9%
DT vs SEDG
-45.3%
+156.2%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +6.5% | -9.6% | -4.1% |
| 7D | -4.9% | +12.1% | -17.0% | -6.6% |
| 30D | +2.7% | +14.7% | -12.0% | +0.3% |
| 3M | +20.0% | -43.0% | +63.0% | +27.4% |
| 6M | +28.0% | +9.0% | +19.0% | +17.8% |
| YTD | +16.0% | +26.3% | -10.2% | +2.4% |
| 1Y | +0.7% | +8.9% | -8.2% | -11.3% |
| 3Y | +6.2% | -75.5% | +81.7% | +17.7% |
| 5Y | -28.1% | -86.7% | +58.6% | -10.4% |
| All | +110.9% | -45.3% | +156.2% | +49.4% |
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