+148.7%
EWY vs SEDG
-87.2%
+235.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -5.6% | +8.9% | +3.9% |
| 7D | -0.1% | +1.4% | -1.5% | -0.4% |
| 30D | +7.3% | +8.3% | -1.0% | +6.0% |
| 3M | -5.1% | -40.7% | +35.5% | 0.0% |
| 6M | +42.1% | -3.9% | +46.0% | +41.0% |
| YTD | +94.1% | +20.2% | +73.9% | +87.1% |
| 1Y | +147.8% | +17.6% | +130.2% | +136.6% |
| 3Y | +222.9% | -76.6% | +299.5% | +248.8% |
| All | +148.7% | -87.2% | +235.9% | +174.7% |
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 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