+18.6%
EIX vs SEDG
-93.5%
+112.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +0.4% |
| 7D | +1.4% | -13.3% | +14.7% | +2.1% |
| 30D | +8.5% | -21.9% | +30.4% | +9.8% |
| 3M | -13.5% | -25.9% | +12.4% | -12.4% |
| 6M | -12.4% | -44.2% | +31.9% | -11.1% |
| YTD | +5.9% | -17.3% | +23.2% | +3.5% |
| 1Y | +7.6% | -34.5% | +42.1% | +6.7% |
| 3Y | +12.8% | -66.7% | +79.5% | +11.2% |
| All | +18.6% | -93.5% | +112.1% | +29.1% |
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 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