-69.6%
EOSE vs SEDG
-87.2%
+17.5%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.6% | +4.6% | +0.8% |
| 7D | +1.8% | +1.4% | +0.4% | +1.3% |
| 30D | -6.8% | +8.3% | -15.1% | -9.4% |
| 3M | -36.3% | -40.7% | +4.4% | -25.8% |
| 6M | -38.8% | -3.9% | -34.9% | -41.4% |
| YTD | -65.5% | +20.2% | -85.7% | -69.2% |
| 1Y | -45.3% | +17.6% | -62.9% | -51.0% |
| 3Y | +44.2% | -76.6% | +120.8% | +113.2% |
| All | -69.6% | -87.2% | +17.5% | -50.1% |
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 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