+136.7%
EWJ vs SEDG
+83.3%
+53.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.4% | -5.0% | -0.9% |
| 7D | -1.5% | +8.7% | -10.2% | -2.1% |
| 30D | +0.2% | +10.3% | -10.2% | -0.7% |
| 3M | +8.6% | -32.6% | +41.2% | +10.8% |
| 6M | +12.1% | -3.6% | +15.7% | +10.1% |
| YTD | +20.1% | +27.4% | -7.3% | +14.7% |
| 1Y | +25.2% | +24.9% | +0.3% | +18.6% |
| 3Y | +70.8% | -75.3% | +146.1% | +72.9% |
| 5Y | +49.2% | -86.3% | +135.5% | +54.4% |
| 10Y | +138.6% | +117.7% | +20.9% | +86.8% |
| All | +136.7% | +83.3% | +53.5% | +86.7% |
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 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