+147.8%
ETR vs SEDG
-76.7%
+224.6%
-10.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.3% | +2.1% | -1.2% |
| 7D | +0.4% | +3.6% | -3.2% | +0.3% |
| 30D | +2.0% | +9.3% | -7.3% | +1.8% |
| 3M | -1.7% | -39.1% | +37.4% | -1.1% |
| 6M | +3.6% | +1.8% | +1.8% | +2.6% |
| YTD | +18.0% | +22.0% | -4.0% | +16.2% |
| 1Y | +26.2% | +17.2% | +9.0% | +24.2% |
| All | +147.8% | -76.7% | +224.6% | +162.5% |
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