+200.2%
ENPH vs SEDG
+75.6%
+124.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.3% | -2.1% | -3.3% |
| 7D | +3.4% | +3.6% | -0.2% | +1.2% |
| 30D | -10.3% | +9.3% | -19.6% | -15.6% |
| 3M | -31.4% | -39.1% | +7.7% | -11.6% |
| 6M | -10.1% | +1.8% | -11.9% | -19.3% |
| YTD | +14.6% | +22.0% | -7.5% | -8.5% |
| 1Y | -3.2% | +17.2% | -20.4% | -25.4% |
| 3Y | -69.5% | -76.3% | +6.9% | -50.2% |
| 5Y | -77.2% | -87.2% | +10.0% | -43.3% |
| 10Y | +1,940.0% | +108.6% | +1,831.4% | +1,130.7% |
| All | +200.2% | +75.6% | +124.6% | +93.0% |
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