+48.6%
ENTG vs SEDG
-77.1%
+125.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -5.6% | +7.8% | +3.2% |
| 7D | +1.2% | +1.4% | -0.2% | +0.7% |
| 30D | -12.9% | +8.3% | -21.2% | -14.5% |
| 3M | -3.1% | -40.7% | +37.6% | +5.3% |
| 6M | +21.0% | -3.9% | +24.9% | +18.9% |
| YTD | +67.0% | +20.2% | +46.8% | +56.6% |
| 1Y | +68.6% | +17.6% | +51.0% | +56.8% |
| 3Y | +48.6% | -76.6% | +125.2% | +70.9% |
| All | +48.6% | -77.1% | +125.7% | +70.9% |
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