+128.6%
EFA vs SEDG
+83.3%
+45.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.4% | -5.2% | -1.2% |
| 7D | -2.4% | +8.7% | -11.1% | -3.1% |
| 30D | -2.2% | +10.3% | -12.6% | -3.2% |
| 3M | +5.7% | -32.6% | +38.3% | +8.0% |
| 6M | +8.2% | -3.6% | +11.7% | +5.7% |
| YTD | +11.8% | +27.4% | -15.6% | +5.8% |
| 1Y | +18.3% | +24.9% | -6.6% | +10.9% |
| 3Y | +64.9% | -75.3% | +140.2% | +67.9% |
| 5Y | +52.4% | -86.3% | +138.7% | +59.6% |
| 10Y | +142.4% | +117.7% | +24.7% | +84.0% |
| All | +128.6% | +83.3% | +45.3% | +74.3% |
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