+85.5%
ETN vs SEDG
-77.1%
+162.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -5.6% | +9.6% | +4.5% |
| 7D | +3.5% | +1.4% | +2.1% | +3.3% |
| 30D | -7.5% | +8.3% | -15.8% | -8.4% |
| 3M | +8.3% | -40.7% | +49.0% | +12.4% |
| 6M | +20.2% | -3.9% | +24.1% | +19.0% |
| YTD | +34.7% | +20.2% | +14.5% | +30.5% |
| 1Y | +19.4% | +17.6% | +1.8% | +15.5% |
| 3Y | +85.5% | -76.6% | +162.1% | +103.4% |
| All | +85.5% | -77.1% | +162.6% | +103.4% |
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 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