+57.2%
EL vs SEDG
+19.0%
+38.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +2.9% | +1.3% |
| 7D | +1.5% | -13.3% | +14.8% | +3.2% |
| 30D | +10.0% | -21.9% | +31.9% | +12.8% |
| 3M | +28.4% | -25.9% | +54.3% | +32.2% |
| 6M | +37.1% | -44.2% | +81.3% | +41.9% |
| YTD | +7.8% | -17.3% | +25.2% | +4.4% |
| 1Y | +26.0% | -34.5% | +60.6% | +25.4% |
| 3Y | +3.8% | -66.7% | +70.5% | +0.5% |
| 5Y | -65.2% | -93.4% | +28.2% | -60.1% |
| 10Y | +62.1% | +78.7% | -16.5% | +34.2% |
| All | +57.2% | +19.0% | +38.3% | +30.0% |
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