-6.7%
EFX vs SEDG
-5.0%
-1.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -8.7% | +11.1% | +2.2% |
| 7D | +9.2% | +1.8% | +7.4% | +9.2% |
| 30D | +34.8% | -12.7% | +47.5% | +34.4% |
| 3M | +8.8% | -38.4% | +47.3% | +7.5% |
| 6M | +12.3% | -27.7% | +40.0% | +11.0% |
| YTD | -10.6% | +4.1% | -14.7% | -14.6% |
| 1Y | -6.7% | -5.7% | -1.1% | -10.8% |
| All | -6.7% | -5.0% | -1.7% | -10.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling