+7.5%
EMB vs SEDG
-93.5%
+101.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | -0.2% |
| 7D | -0.9% | -13.3% | +12.4% | -0.5% |
| 30D | +0.4% | -21.9% | +22.2% | +1.0% |
| 3M | -3.1% | -25.9% | +22.8% | -2.4% |
| 6M | -2.1% | -44.2% | +42.2% | -1.1% |
| YTD | -1.1% | -17.3% | +16.2% | -2.1% |
| 1Y | -0.1% | -34.5% | +34.5% | -0.3% |
| 3Y | +29.6% | -66.7% | +96.3% | +29.7% |
| All | +7.5% | -93.5% | +101.0% | +17.0% |
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