+176.4%
ED vs SEDG
+70.6%
+105.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.2% | -2.5% | -1.4% |
| 7D | -0.2% | +8.9% | -9.1% | -0.3% |
| 30D | -0.1% | +0.9% | -1.0% | -0.2% |
| 3M | +3.9% | -53.2% | +57.2% | +4.9% |
| 6M | -3.0% | -9.9% | +6.8% | -3.6% |
| YTD | +10.7% | +18.5% | -7.9% | +9.2% |
| 1Y | +13.3% | +0.1% | +13.2% | +11.9% |
| 3Y | +34.5% | -78.9% | +113.4% | +36.4% |
| 5Y | +67.1% | -88.0% | +155.2% | +70.5% |
| 10Y | +103.0% | +97.5% | +5.6% | +89.5% |
| All | +176.4% | +70.6% | +105.8% | +158.7% |
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