+52.8%
ECL vs SEDG
-76.7%
+129.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.3% | +1.2% | -2.0% |
| 7D | -2.7% | +3.6% | -6.4% | -2.8% |
| 30D | -4.3% | +9.3% | -13.6% | -4.6% |
| 3M | +3.2% | -39.1% | +42.3% | +4.2% |
| 6M | -2.9% | +1.8% | -4.7% | -4.2% |
| YTD | +4.3% | +22.0% | -17.8% | +2.1% |
| 1Y | +1.6% | +17.2% | -15.6% | -0.7% |
| All | +52.8% | -76.7% | +129.5% | +63.1% |
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