-2.4%
ELV vs SEDG
-77.1%
+74.7%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.5% | +7.0% | +5.5% |
| 7D | +2.8% | +1.4% | +1.3% | +2.7% |
| 30D | +4.9% | +8.3% | -3.4% | +4.8% |
| 3M | +4.9% | -40.7% | +45.6% | +5.5% |
| 6M | +45.1% | -3.9% | +49.0% | +43.6% |
| YTD | +20.7% | +20.2% | +0.5% | +18.4% |
| 1Y | +35.0% | +17.6% | +17.4% | +31.9% |
| 3Y | -2.4% | -76.6% | +74.2% | -3.3% |
| All | -2.4% | -77.1% | +74.7% | -3.3% |
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 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