+266.7%
EW vs SEDG
+81.7%
+185.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +6.5% | -10.1% | -4.0% |
| 7D | -4.4% | +12.1% | -16.6% | -5.3% |
| 30D | -3.3% | +14.7% | -18.0% | -4.5% |
| 3M | +1.0% | -43.0% | +44.0% | +4.2% |
| 6M | +6.2% | +9.0% | -2.8% | +2.7% |
| YTD | +1.7% | +26.3% | -24.5% | -3.4% |
| 1Y | +8.1% | +8.9% | -0.8% | +2.6% |
| 3Y | +17.1% | -75.5% | +92.6% | +22.2% |
| 5Y | -29.4% | -86.7% | +57.4% | -23.5% |
| 10Y | +121.7% | +110.6% | +11.2% | +63.2% |
| All | +266.7% | +81.7% | +185.0% | +165.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling