+176.5%
ECL vs SEDG
+70.6%
+105.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | 0.0% |
| 7D | -2.6% | +8.9% | -11.5% | -3.3% |
| 30D | -2.2% | +0.9% | -3.1% | -2.4% |
| 3M | +10.1% | -53.2% | +63.3% | +15.8% |
| 6M | -5.7% | -9.9% | +4.1% | -7.8% |
| YTD | +7.0% | +18.5% | -11.6% | +1.4% |
| 1Y | +2.7% | +0.1% | +2.5% | -2.4% |
| 3Y | +57.7% | -78.9% | +136.6% | +65.0% |
| 5Y | +31.1% | -88.0% | +119.2% | +41.8% |
| 10Y | +150.9% | +97.5% | +53.4% | +96.4% |
| All | +176.5% | +70.6% | +105.9% | +118.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling