+24.0%
EIX vs SEDG
-87.1%
+111.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.3% | +0.2% | -3.0% |
| 7D | +4.1% | +3.6% | +0.5% | +3.9% |
| 30D | -15.3% | +9.3% | -24.6% | -15.8% |
| 3M | -18.4% | -39.1% | +20.6% | -16.8% |
| 6M | -16.8% | +1.8% | -18.6% | -18.9% |
| YTD | -0.6% | +22.0% | -22.6% | -4.6% |
| 1Y | +10.7% | +17.2% | -6.6% | +5.5% |
| 3Y | -4.5% | -76.3% | +71.9% | -1.9% |
| 5Y | +24.0% | -87.2% | +111.3% | +31.8% |
| All | +24.0% | -87.1% | +111.1% | +31.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling