+310.8%
EAT vs SEDG
+80.7%
+230.1%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +0.6% |
| 7D | -4.0% | -13.3% | +9.3% | -2.0% |
| 30D | -2.9% | -21.9% | +19.0% | -0.1% |
| 3M | -16.9% | -25.9% | +9.0% | -14.4% |
| 6M | +57.0% | -44.2% | +101.2% | +62.7% |
| YTD | +38.2% | -17.3% | +55.5% | +29.8% |
| 1Y | +69.3% | -34.5% | +103.8% | +64.9% |
| 3Y | +483.0% | -66.7% | +549.7% | +454.9% |
| 5Y | +364.1% | -93.4% | +457.6% | +515.9% |
| All | +310.8% | +80.7% | +230.1% | +217.8% |
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