+259.8%
ECHO vs SEDG
-87.2%
+346.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -0.5% |
| 3M | -27.3% | -40.7% | +13.3% | -23.7% |
| 6M | -17.0% | -3.9% | -13.1% | -19.2% |
| YTD | -14.3% | +20.2% | -34.5% | -19.6% |
| 1Y | +20.9% | +17.6% | +3.3% | +11.8% |
| 3Y | +423.0% | -76.6% | +499.6% | +472.1% |
| All | +259.8% | -87.2% | +346.9% | +324.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling