+39.7%
EFX vs SEDG
+106.4%
-66.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.6% | +6.2% | +1.2% |
| 7D | -4.5% | +1.4% | -6.0% | -4.8% |
| 30D | -6.1% | +8.3% | -14.4% | -7.1% |
| 3M | +6.2% | -40.7% | +46.9% | +10.3% |
| 6M | -11.2% | -3.9% | -7.3% | -15.0% |
| YTD | -21.4% | +20.2% | -41.6% | -27.6% |
| 1Y | -34.3% | +17.6% | -51.9% | -40.3% |
| 3Y | -12.5% | -76.6% | +64.1% | -9.8% |
| 5Y | -35.6% | -87.1% | +51.5% | -29.9% |
| All | +39.7% | +106.4% | -66.8% | +5.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling