-18.0%
ELF vs SEDG
+3.4%
-21.4%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.2% | +0.9% | +2.0% |
| 7D | +5.4% | +8.9% | -3.5% | +4.6% |
| 30D | +27.0% | +0.9% | +26.1% | +26.6% |
| 3M | +113.2% | -53.2% | +166.4% | +124.4% |
| 6M | +36.6% | -9.9% | +46.4% | +32.4% |
| YTD | +44.2% | +18.5% | +25.7% | +32.7% |
| 1Y | -18.0% | +0.1% | -18.1% | -19.7% |
| All | -18.0% | +3.4% | -21.4% | -19.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling