+149.4%
EWT vs SEDG
-87.2%
+236.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -5.6% | +7.5% | +2.4% |
| 7D | -1.1% | +1.4% | -2.5% | -1.3% |
| 30D | +4.5% | +8.3% | -3.9% | +3.4% |
| 3M | +8.3% | -40.7% | +48.9% | +12.6% |
| 6M | +54.2% | -3.9% | +58.1% | +51.5% |
| YTD | +74.6% | +20.2% | +54.4% | +66.9% |
| 1Y | +84.9% | +17.6% | +67.3% | +75.4% |
| 3Y | +197.5% | -76.6% | +274.1% | +215.0% |
| All | +149.4% | -87.2% | +236.6% | +167.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling