+56.6%
EIX vs SEDG
+19.0%
+37.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +0.4% |
| 7D | +1.4% | -13.3% | +14.7% | +2.2% |
| 30D | +8.5% | -21.9% | +30.4% | +10.0% |
| 3M | -13.5% | -25.9% | +12.4% | -12.2% |
| 6M | -12.4% | -44.2% | +31.9% | -10.8% |
| YTD | +5.9% | -17.3% | +23.2% | +3.6% |
| 1Y | +7.6% | -34.5% | +42.1% | +6.9% |
| 3Y | +12.8% | -66.7% | +79.5% | +10.1% |
| 5Y | +19.2% | -93.4% | +112.6% | +28.3% |
| 10Y | +34.9% | +78.7% | -43.8% | +17.3% |
| All | +56.6% | +19.0% | +37.7% | +33.8% |
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