+44.2%
EOSE vs SEDG
-77.1%
+121.3%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.6% | +4.6% | +0.5% |
| 7D | +1.8% | +1.4% | +0.4% | +1.4% |
| 30D | -6.8% | +8.3% | -15.1% | -8.9% |
| 3M | -36.3% | -40.7% | +4.4% | -27.9% |
| 6M | -38.8% | -3.9% | -34.9% | -40.1% |
| YTD | -65.5% | +20.2% | -85.7% | -67.9% |
| 1Y | -45.3% | +17.6% | -62.9% | -48.5% |
| 3Y | +44.2% | -76.6% | +120.8% | +103.1% |
| All | +44.2% | -77.1% | +121.3% | +103.1% |
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 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