-60.8%
EOSE vs SEDG
-86.8%
+26.0%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.6% | +4.6% | +0.9% |
| 7D | +1.8% | +1.4% | +0.4% | +1.3% |
| 30D | -6.8% | +8.3% | -15.1% | -9.5% |
| 3M | -36.3% | -40.7% | +4.4% | -25.5% |
| 6M | -38.8% | -3.9% | -34.9% | -41.6% |
| YTD | -65.5% | +20.2% | -85.7% | -69.4% |
| 1Y | -45.3% | +17.6% | -62.9% | -51.4% |
| 3Y | +44.2% | -76.6% | +120.8% | +100.7% |
| 5Y | -69.5% | -87.1% | +17.6% | -48.7% |
| All | -60.8% | -86.8% | +26.0% | -33.1% |
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 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