+123.4%
EEM vs SEDG
+75.6%
+47.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.8% | -0.2% |
| 7D | +2.0% | +3.6% | -1.6% | +1.6% |
| 30D | +5.1% | +9.3% | -4.2% | +3.9% |
| 3M | +4.6% | -39.1% | +43.7% | +8.9% |
| 6M | +17.8% | +1.8% | +16.0% | +14.2% |
| YTD | +25.8% | +22.0% | +3.8% | +18.9% |
| 1Y | +36.4% | +17.2% | +19.2% | +27.7% |
| 3Y | +90.0% | -76.3% | +166.3% | +96.4% |
| 5Y | +46.6% | -87.2% | +133.8% | +57.0% |
| 10Y | +132.3% | +108.6% | +23.7% | +65.1% |
| All | +123.4% | +75.6% | +47.8% | +55.4% |
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