-24.8%
ETHA vs SEDG
-5.0%
-19.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -8.7% | +14.4% | +7.2% |
| 7D | +2.1% | +1.8% | +0.3% | +1.5% |
| 30D | -10.7% | -12.7% | +2.0% | -8.9% |
| 3M | +29.0% | -38.4% | +67.4% | +37.2% |
| 6M | +2.7% | -27.7% | +30.4% | +2.4% |
| YTD | -18.7% | +4.1% | -22.7% | -32.5% |
| 1Y | -24.8% | -5.7% | -19.2% | -36.4% |
| All | -24.8% | -5.0% | -19.8% | -36.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling