+51.9%
EIX vs SEDG
+81.7%
-29.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +6.5% | -2.0% | +4.1% |
| 7D | +0.9% | +12.1% | -11.2% | +0.1% |
| 30D | -13.5% | +14.7% | -28.2% | -14.4% |
| 3M | -15.3% | -43.0% | +27.8% | -12.9% |
| 6M | -15.3% | +9.0% | -24.4% | -17.9% |
| YTD | +2.7% | +26.3% | -23.6% | -1.8% |
| 1Y | +17.4% | +8.9% | +8.5% | +12.3% |
| 3Y | -1.3% | -75.5% | +74.2% | -0.7% |
| 5Y | +27.2% | -86.7% | +113.9% | +30.6% |
| 10Y | +22.7% | +110.6% | -87.8% | +4.7% |
| All | +51.9% | +81.7% | -29.8% | +26.8% |
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 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