+65.5%
EWZ vs SEDG
+88.8%
-23.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.5% | +5.1% | -0.6% |
| 7D | +1.3% | -21.4% | +22.7% | +4.1% |
| 30D | -26.2% | -19.7% | -6.4% | -24.4% |
| 3M | -8.6% | -19.7% | +11.1% | -6.7% |
| 6M | -17.0% | -37.4% | +20.4% | -15.0% |
| YTD | +2.2% | -10.4% | +12.5% | -1.9% |
| 1Y | +2.7% | -43.0% | +45.7% | +4.0% |
| 3Y | +18.2% | -63.6% | +81.8% | +14.3% |
| 5Y | +56.0% | -92.5% | +148.5% | +83.4% |
| All | +65.5% | +88.8% | -23.2% | +5.9% |
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 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