+347.0%
ELF vs SEDG
+75.7%
+271.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.1% | -3.2% | -0.4% |
| 7D | +4.3% | -11.2% | +15.4% | +5.6% |
| 30D | +7.7% | -15.3% | +23.0% | +9.4% |
| 3M | +24.7% | -19.9% | +44.6% | +26.9% |
| 6M | +114.6% | -36.2% | +150.8% | +119.0% |
| YTD | +55.8% | -7.6% | +63.3% | +48.9% |
| 1Y | +51.9% | -40.3% | +92.3% | +52.7% |
| 3Y | +24.6% | -62.5% | +87.1% | +19.4% |
| 5Y | +279.2% | -92.6% | +371.7% | +326.2% |
| 10Y | +338.7% | +99.8% | +239.0% | +253.1% |
| All | +347.0% | +75.7% | +271.3% | +258.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling