+104.7%
EFX vs SEDG
+75.6%
+29.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.3% | +1.3% | -1.7% |
| 7D | -9.4% | +3.6% | -13.0% | -9.7% |
| 30D | -6.9% | +9.3% | -16.2% | -7.9% |
| 3M | +0.1% | -39.1% | +39.2% | +3.5% |
| 6M | -17.3% | +1.8% | -19.1% | -21.2% |
| YTD | -21.8% | +22.0% | -43.9% | -27.7% |
| 1Y | -32.5% | +17.2% | -49.7% | -38.3% |
| 3Y | -12.3% | -76.3% | +64.0% | -10.7% |
| 5Y | -36.6% | -87.2% | +50.6% | -32.0% |
| 10Y | +41.0% | +108.6% | -67.6% | +7.6% |
| All | +104.7% | +75.6% | +29.1% | +54.4% |
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