+64.8%
EFA vs SEDG
-77.1%
+141.9%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.6% | +6.6% | +1.3% |
| 7D | -1.5% | +1.4% | -2.9% | -1.6% |
| 30D | -1.7% | +8.3% | -10.0% | -2.2% |
| 3M | +3.5% | -40.7% | +44.2% | +5.6% |
| 6M | +9.5% | -3.9% | +13.4% | +8.0% |
| YTD | +12.9% | +20.2% | -7.3% | +9.5% |
| 1Y | +18.2% | +17.6% | +0.6% | +14.0% |
| 3Y | +64.8% | -76.6% | +141.4% | +72.0% |
| All | +64.8% | -77.1% | +141.9% | +72.0% |
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