+192.5%
ECHO vs SEDG
+106.4%
+86.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -5.6% | +7.0% | +2.1% |
| 7D | +3.7% | +1.4% | +2.3% | +3.5% |
| 30D | +0.7% | +8.3% | -7.6% | -0.6% |
| 3M | -27.3% | -40.7% | +13.3% | -23.6% |
| 6M | -17.0% | -3.9% | -13.1% | -19.3% |
| YTD | -14.3% | +20.2% | -34.5% | -19.7% |
| 1Y | +20.9% | +17.6% | +3.3% | +11.7% |
| 3Y | +423.0% | -76.6% | +499.6% | +447.0% |
| 5Y | +265.7% | -87.1% | +352.8% | +296.0% |
| All | +192.5% | +106.4% | +86.0% | +148.0% |
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