+162.1%
EQX vs SEDG
-77.1%
+239.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.6% | +7.3% | +1.9% |
| 7D | -3.2% | +1.4% | -4.6% | -3.3% |
| 30D | +7.8% | +8.3% | -0.5% | +7.2% |
| 3M | +21.3% | -40.7% | +62.0% | +23.8% |
| 6M | -22.4% | -3.9% | -18.5% | -23.3% |
| YTD | -11.3% | +20.2% | -31.5% | -13.4% |
| 1Y | +13.5% | +17.6% | -4.1% | +10.4% |
| 3Y | +162.1% | -76.6% | +238.7% | +170.6% |
| All | +162.1% | -77.1% | +239.2% | +170.6% |
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