+290.1%
ETR vs SEDG
+106.4%
+183.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.6% | +5.3% | -0.1% |
| 7D | -1.8% | +1.4% | -3.2% | -1.9% |
| 30D | -1.8% | +8.3% | -10.1% | -2.2% |
| 3M | -3.6% | -40.7% | +37.1% | -1.8% |
| 6M | +2.6% | -3.9% | +6.5% | +1.0% |
| YTD | +16.0% | +20.2% | -4.2% | +12.5% |
| 1Y | +20.1% | +17.6% | +2.5% | +15.8% |
| 3Y | +143.6% | -76.6% | +220.2% | +150.1% |
| 5Y | +124.4% | -87.1% | +211.4% | +133.5% |
| All | +290.1% | +106.4% | +183.7% | +219.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling