+69.4%
EMR vs SEDG
-87.2%
+156.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -5.6% | +8.2% | +3.0% |
| 7D | -0.4% | +1.4% | -1.8% | -0.6% |
| 30D | -6.8% | +8.3% | -15.1% | -7.5% |
| 3M | +7.5% | -40.7% | +48.1% | +10.9% |
| 6M | +9.9% | -3.9% | +13.8% | +7.6% |
| YTD | +16.0% | +20.2% | -4.2% | +11.1% |
| 1Y | +12.4% | +17.6% | -5.2% | +6.6% |
| 3Y | +60.2% | -76.6% | +136.9% | +68.1% |
| All | +69.4% | -87.2% | +156.6% | +84.2% |
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