+205.2%
ELV vs SEDG
+75.6%
+129.6%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.3% | +2.1% | -1.1% |
| 7D | -2.2% | +3.6% | -5.8% | -2.4% |
| 30D | -0.2% | +9.3% | -9.5% | -0.8% |
| 3M | -6.1% | -39.1% | +33.0% | -4.3% |
| 6M | +42.8% | +1.8% | +41.0% | +39.4% |
| YTD | +14.4% | +22.0% | -7.7% | +9.7% |
| 1Y | +28.6% | +17.2% | +11.4% | +22.5% |
| 3Y | -7.4% | -76.3% | +68.9% | -6.0% |
| 5Y | +14.5% | -87.2% | +101.7% | +18.1% |
| 10Y | +257.4% | +108.6% | +148.8% | +173.0% |
| All | +205.2% | +75.6% | +129.6% | +120.6% |
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