+372.3%
EAT vs SEDG
+118.8%
+253.5%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.4% | -4.7% | -0.9% |
| 7D | -6.2% | +8.7% | -14.9% | -7.4% |
| 30D | -3.0% | +10.3% | -13.3% | -4.9% |
| 3M | +45.6% | -32.6% | +78.3% | +50.6% |
| 6M | +53.5% | -3.6% | +57.1% | +45.5% |
| YTD | +49.6% | +27.4% | +22.2% | +33.3% |
| 1Y | +38.9% | +24.9% | +14.0% | +21.1% |
| 3Y | +589.7% | -75.3% | +665.0% | +640.1% |
| 5Y | +318.7% | -86.3% | +405.0% | +381.3% |
| All | +372.3% | +118.8% | +253.5% | +247.8% |
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