+58.3%
EMR vs SEDG
-76.7%
+135.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.3% | +2.2% | -1.0% |
| 7D | +0.9% | +3.6% | -2.7% | +0.6% |
| 30D | -5.0% | +9.3% | -14.3% | -5.7% |
| 3M | +5.9% | -39.1% | +45.0% | +8.7% |
| 6M | +7.3% | +1.8% | +5.5% | +5.0% |
| YTD | +14.6% | +22.0% | -7.5% | +10.3% |
| 1Y | +15.6% | +17.2% | -1.6% | +10.6% |
| All | +58.3% | -76.7% | +135.0% | +70.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling