+146.4%
ED vs SEDG
+80.7%
+65.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.8% | +3.2% | +1.4% |
| 7D | +2.1% | -13.3% | +15.4% | +2.3% |
| 30D | +10.4% | -21.9% | +32.3% | +10.7% |
| 3M | +12.5% | -25.9% | +38.4% | +12.9% |
| 6M | +14.9% | -44.2% | +59.2% | +15.2% |
| YTD | +24.8% | -17.3% | +42.2% | +23.6% |
| 1Y | +23.8% | -34.5% | +58.4% | +23.2% |
| 3Y | +51.6% | -66.7% | +118.3% | +51.1% |
| 5Y | +86.4% | -93.4% | +179.8% | +94.0% |
| All | +146.4% | +80.7% | +65.7% | +127.2% |
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