-17.3%
EFX vs SEDG
+7.5%
-24.8%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.3% | +1.3% | -2.3% |
| 7D | -9.4% | +3.6% | -13.0% | -9.1% |
| 30D | -6.9% | +9.3% | -16.2% | -6.2% |
| 3M | +0.1% | -39.1% | +39.2% | -2.7% |
| 6M | -17.3% | +1.8% | -19.1% | -15.1% |
| All | -17.3% | +7.5% | -24.8% | -15.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling