+303.5%
EWY vs SEDG
+106.4%
+197.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -5.6% | +8.9% | +4.0% |
| 7D | -0.1% | +1.4% | -1.5% | -0.4% |
| 30D | +7.3% | +8.3% | -1.0% | +5.9% |
| 3M | -5.1% | -40.7% | +35.5% | +0.3% |
| 6M | +42.1% | -3.9% | +46.0% | +40.1% |
| YTD | +94.1% | +20.2% | +73.9% | +85.0% |
| 1Y | +147.8% | +17.6% | +130.2% | +133.4% |
| 3Y | +222.9% | -76.6% | +299.5% | +240.3% |
| 5Y | +150.6% | -87.1% | +237.7% | +173.9% |
| All | +303.5% | +106.4% | +197.1% | +205.8% |
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