+415.7%
ECHO vs SEDG
-75.7%
+491.4%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.4% | -3.8% | +0.1% |
| 7D | +2.3% | +8.7% | -6.4% | +1.3% |
| 30D | +4.4% | +10.3% | -5.9% | +3.0% |
| 3M | -20.3% | -32.6% | +12.3% | -17.6% |
| 6M | -15.3% | -3.6% | -11.8% | -17.5% |
| YTD | -15.5% | +27.4% | -42.9% | -21.0% |
| 1Y | +15.0% | +24.9% | -9.9% | +6.0% |
| All | +415.7% | -75.7% | +491.4% | +527.3% |
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