-23.3%
ELF vs SEDG
-75.9%
+52.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +6.5% | -11.4% | -5.5% |
| 7D | -1.2% | +12.1% | -13.3% | -2.3% |
| 30D | +5.9% | +14.7% | -8.8% | +4.4% |
| 3M | +99.5% | -43.0% | +142.6% | +107.5% |
| 6M | +26.5% | +9.0% | +17.5% | +21.4% |
| YTD | +37.2% | +26.3% | +10.9% | +28.4% |
| 1Y | -24.4% | +8.9% | -33.4% | -28.5% |
| 3Y | -23.3% | -75.5% | +52.2% | -21.8% |
| All | -23.3% | -75.9% | +52.5% | -21.8% |
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