+122.0%
ECHO vs SEDG
+75.6%
+46.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-09.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.3% | +1.1% | -1.8% |
| 7D | +5.3% | +3.6% | +1.7% | +4.9% |
| 30D | +2.4% | +9.3% | -6.9% | +1.1% |
| 3M | -21.8% | -39.1% | +17.3% | -18.0% |
| 6M | -16.9% | +1.8% | -18.7% | -19.8% |
| YTD | -16.0% | +22.0% | -38.0% | -21.3% |
| 1Y | +9.3% | +17.2% | -7.9% | +1.2% |
| 3Y | +406.2% | -76.3% | +482.6% | +425.3% |
| 5Y | +251.0% | -87.2% | +338.2% | +277.7% |
| 10Y | +191.3% | +108.6% | +82.7% | +115.3% |
| All | +122.0% | +75.6% | +46.3% | +59.4% |
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 1990-01-01 to 2026-09-09: 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…
1990-01-01 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling