-27.9%
ELF vs SEDG
+4.5%
-32.4%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.3% | -0.7% | -3.8% |
| 7D | -6.8% | +3.6% | -10.4% | -7.1% |
| 30D | +5.1% | +9.3% | -4.2% | +4.2% |
| 3M | +79.8% | -39.1% | +118.9% | +84.8% |
| 6M | +29.7% | +1.8% | +27.9% | +23.7% |
| YTD | +31.6% | +22.0% | +9.6% | +19.9% |
| 1Y | -27.9% | +17.2% | -45.1% | -30.3% |
| All | -27.9% | +4.5% | -32.4% | -30.3% |
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