+43.1%
EL vs SEDG
+81.7%
-38.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +6.5% | -8.6% | -2.9% |
| 7D | +1.7% | +12.1% | -10.4% | +0.3% |
| 30D | +15.5% | +14.7% | +0.8% | +13.5% |
| 3M | +20.6% | -43.0% | +63.6% | +26.8% |
| 6M | +10.5% | +9.0% | +1.4% | +5.0% |
| YTD | -1.9% | +26.3% | -28.2% | -9.1% |
| 1Y | +16.1% | +8.9% | +7.1% | +7.8% |
| 3Y | -30.2% | -75.5% | +45.3% | -29.4% |
| 5Y | -67.4% | -86.7% | +19.3% | -65.4% |
| 10Y | +31.2% | +110.6% | -79.3% | +5.4% |
| All | +43.1% | +81.7% | -38.6% | +13.2% |
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