+202.3%
ECL vs SEDG
+80.7%
+121.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.8% | +3.4% | +1.7% |
| 7D | +2.9% | -13.3% | +16.2% | +4.0% |
| 30D | +7.5% | -21.9% | +29.3% | +9.4% |
| 3M | +12.2% | -25.9% | +38.1% | +14.4% |
| 6M | +24.6% | -44.2% | +68.8% | +27.3% |
| YTD | +18.8% | -17.3% | +36.1% | +15.3% |
| 1Y | +19.3% | -34.5% | +53.9% | +18.2% |
| 3Y | +78.2% | -66.7% | +144.9% | +74.1% |
| 5Y | +38.8% | -93.4% | +132.2% | +62.2% |
| All | +202.3% | +80.7% | +121.6% | +147.2% |
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