+271.2%
EW vs SEDG
+80.7%
+190.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.1% | +1.4% |
| 7D | +4.9% | -13.3% | +18.2% | +5.9% |
| 30D | +23.9% | -21.9% | +45.8% | +25.8% |
| 3M | +15.8% | -25.9% | +41.6% | +17.7% |
| 6M | +31.7% | -44.2% | +75.9% | +34.4% |
| YTD | +25.7% | -17.3% | +43.0% | +22.8% |
| 1Y | +24.4% | -34.5% | +58.9% | +23.7% |
| 3Y | +65.9% | -66.7% | +132.6% | +64.5% |
| 5Y | -7.6% | -93.4% | +85.8% | +8.8% |
| All | +271.2% | +80.7% | +190.6% | +182.8% |
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 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