-27.0%
ETHA vs SEDG
+35.2%
-62.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -5.6% | +8.9% | +4.1% |
| 7D | +3.5% | +1.4% | +2.1% | +3.1% |
| 30D | +35.3% | +8.3% | +27.0% | +33.1% |
| 3M | +50.9% | -40.7% | +91.5% | +60.3% |
| 6M | +22.1% | -3.9% | +26.0% | +16.4% |
| YTD | -14.6% | +20.2% | -34.8% | -22.2% |
| 1Y | -42.8% | +17.6% | -60.4% | -47.8% |
| All | -27.0% | +35.2% | -62.2% | -41.8% |
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