+1,344.7%
EME vs SEDG
+106.4%
+1,238.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -5.6% | +10.0% | +4.9% |
| 7D | +3.5% | +1.4% | +2.1% | +3.3% |
| 30D | -6.3% | +8.3% | -14.6% | -7.3% |
| 3M | -3.8% | -40.7% | +36.9% | +0.6% |
| 6M | +8.5% | -3.9% | +12.4% | +6.2% |
| YTD | +27.8% | +20.2% | +7.6% | +21.5% |
| 1Y | +22.2% | +17.6% | +4.6% | +15.6% |
| 3Y | +253.5% | -76.6% | +330.1% | +269.8% |
| 5Y | +578.6% | -87.1% | +665.7% | +632.3% |
| All | +1,344.7% | +106.4% | +1,238.3% | +1,064.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling