+76.7%
ET vs SEDG
+81.7%
-5.0%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.5% | -6.5% | -0.5% |
| 7D | +0.4% | +12.1% | -11.7% | -0.6% |
| 30D | +6.9% | +14.7% | -7.8% | +5.4% |
| 3M | +13.1% | -43.0% | +56.1% | +17.2% |
| 6M | +18.7% | +9.0% | +9.7% | +13.9% |
| YTD | +37.4% | +26.3% | +11.2% | +29.0% |
| 1Y | +34.8% | +8.9% | +25.9% | +26.7% |
| 3Y | +96.8% | -75.5% | +172.3% | +102.4% |
| 5Y | +238.2% | -86.7% | +324.9% | +259.9% |
| 10Y | +159.4% | +110.6% | +48.8% | +63.3% |
| All | +76.7% | +81.7% | -5.0% | +10.7% |
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