+311.5%
EWY vs SEDG
+75.6%
+235.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.3% | +3.8% | +0.9% |
| 7D | +6.7% | +3.6% | +3.0% | +6.2% |
| 30D | +17.0% | +9.3% | +7.6% | +15.4% |
| 3M | +3.7% | -39.1% | +42.7% | +9.2% |
| 6M | +42.5% | +1.8% | +40.7% | +39.6% |
| YTD | +96.2% | +22.0% | +74.2% | +87.1% |
| 1Y | +160.4% | +17.2% | +143.2% | +146.0% |
| 3Y | +231.7% | -76.3% | +308.0% | +246.0% |
| 5Y | +153.3% | -87.2% | +240.5% | +174.4% |
| 10Y | +308.8% | +108.6% | +200.2% | +207.0% |
| All | +311.5% | +75.6% | +235.9% | +208.9% |
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