+605.0%
EAT vs SEDG
-76.7%
+681.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.3% | +0.1% | -3.1% |
| 7D | -6.8% | +3.6% | -10.4% | -6.9% |
| 30D | -5.4% | +9.3% | -14.7% | -5.8% |
| 3M | +42.8% | -39.1% | +81.8% | +44.9% |
| 6M | +56.5% | +1.8% | +54.7% | +53.4% |
| YTD | +50.0% | +22.0% | +28.0% | +45.0% |
| 1Y | +38.3% | +17.2% | +21.1% | +33.0% |
| All | +605.0% | -76.7% | +681.8% | +787.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling