+22.2%
ELV vs SEDG
-87.2%
+109.4%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.6% | +6.2% | +0.6% |
| 7D | +3.2% | +1.4% | +1.8% | +3.2% |
| 30D | +5.4% | +8.3% | -2.9% | +5.2% |
| 3M | +5.4% | -40.7% | +46.0% | +6.2% |
| 6M | +45.7% | -3.9% | +49.6% | +44.1% |
| YTD | +21.2% | +20.2% | +1.0% | +18.6% |
| 1Y | +35.6% | +17.6% | +18.0% | +32.1% |
| 3Y | -2.0% | -76.6% | +74.6% | -2.0% |
| All | +22.2% | -87.2% | +109.4% | +23.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling