+46.7%
EMB vs SEDG
+81.7%
-35.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.5% | -6.6% | -0.3% |
| 7D | +0.3% | +12.1% | -11.8% | -0.1% |
| 30D | -0.5% | +14.7% | -15.2% | -1.0% |
| 3M | +0.3% | -43.0% | +43.4% | +1.8% |
| 6M | +1.2% | +9.0% | -7.9% | -0.3% |
| YTD | +1.5% | +26.3% | -24.8% | -0.9% |
| 1Y | +4.8% | +8.9% | -4.1% | +2.4% |
| 3Y | +30.4% | -75.5% | +105.9% | +31.4% |
| 5Y | +7.3% | -86.7% | +94.0% | +9.5% |
| 10Y | +29.7% | +110.6% | -80.9% | +18.4% |
| All | +46.7% | +81.7% | -35.0% | +33.9% |
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