+24.6%
ELF vs SEDG
-63.2%
+87.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.5% | +5.8% | -0.1% |
| 7D | +6.3% | -21.4% | +27.6% | +8.5% |
| 30D | +8.5% | -19.7% | +28.2% | +10.4% |
| 3M | +24.4% | -19.7% | +44.1% | +26.2% |
| 6M | +94.7% | -37.4% | +132.1% | +98.2% |
| YTD | +55.9% | -10.4% | +66.2% | +49.9% |
| 1Y | +48.4% | -43.0% | +91.4% | +49.6% |
| 3Y | +24.6% | -63.6% | +88.3% | +12.9% |
| All | +24.6% | -63.2% | +87.9% | +12.9% |
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