+19.6%
EIX vs SEDG
+118.8%
-99.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.4% | -5.6% | -1.5% |
| 7D | +0.8% | +8.7% | -7.9% | +0.2% |
| 30D | -18.8% | +10.3% | -29.1% | -19.5% |
| 3M | -19.7% | -32.6% | +12.9% | -18.2% |
| 6M | -18.2% | -3.6% | -14.7% | -20.2% |
| YTD | -1.7% | +27.4% | -29.1% | -6.7% |
| 1Y | +7.8% | +24.9% | -17.2% | +1.4% |
| 3Y | -5.6% | -75.3% | +69.7% | -4.3% |
| 5Y | +23.7% | -86.3% | +110.0% | +28.0% |
| All | +19.6% | +118.8% | -99.2% | -4.5% |
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