+263.6%
EMR vs SEDG
+118.8%
+144.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.4% | -5.7% | -1.8% |
| 7D | -1.2% | +8.7% | -10.0% | -2.1% |
| 30D | -9.4% | +10.3% | -19.8% | -10.5% |
| 3M | +8.6% | -32.6% | +41.2% | +11.6% |
| 6M | +6.7% | -3.6% | +10.3% | +3.8% |
| YTD | +13.1% | +27.4% | -14.3% | +6.1% |
| 1Y | +12.7% | +24.9% | -12.2% | +4.4% |
| 3Y | +58.1% | -75.3% | +133.4% | +63.5% |
| 5Y | +63.6% | -86.3% | +150.0% | +74.4% |
| All | +263.6% | +118.8% | +144.9% | +164.1% |
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