+53.2%
ESI vs SEDG
+75.6%
-22.4%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.3% | +2.2% | -0.7% |
| 7D | +3.9% | +3.6% | +0.3% | +3.3% |
| 30D | -3.8% | +9.3% | -13.1% | -5.4% |
| 3M | -13.1% | -39.1% | +26.0% | -7.6% |
| 6M | +11.3% | +1.8% | +9.5% | +6.8% |
| YTD | +44.1% | +22.0% | +22.1% | +33.3% |
| 1Y | +40.3% | +17.2% | +23.1% | +28.4% |
| 3Y | +84.1% | -76.3% | +160.4% | +95.0% |
| 5Y | +75.8% | -87.2% | +163.0% | +97.2% |
| 10Y | +320.7% | +108.6% | +212.1% | +122.9% |
| All | +53.2% | +75.6% | -22.4% | -9.4% |
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