+96.7%
ELAN vs SEDG
-77.1%
+173.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -5.6% | +7.0% | +1.8% |
| 7D | -5.4% | +1.4% | -6.8% | -5.6% |
| 30D | +4.7% | +8.3% | -3.6% | +3.9% |
| 3M | -3.7% | -40.7% | +37.0% | -0.9% |
| 6M | -1.2% | -3.9% | +2.7% | -3.6% |
| YTD | +2.4% | +20.2% | -17.8% | -2.6% |
| 1Y | +23.4% | +17.6% | +5.8% | +16.2% |
| 3Y | +96.7% | -76.6% | +173.3% | +115.4% |
| All | +96.7% | -77.1% | +173.8% | +115.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling