+92.6%
EWZ vs SEDG
+103.5%
-11.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.3% | +2.0% | -1.0% |
| 7D | -0.1% | +3.6% | -3.7% | -0.5% |
| 30D | +8.2% | +9.3% | -1.1% | +6.8% |
| 3M | +13.3% | -39.1% | +52.4% | +18.2% |
| 6M | +3.6% | +1.8% | +1.8% | -0.8% |
| YTD | +21.0% | +22.0% | -1.1% | +12.3% |
| 1Y | +34.7% | +17.2% | +17.5% | +23.6% |
| 3Y | +48.3% | -76.3% | +124.6% | +55.2% |
| 5Y | +60.1% | -87.2% | +147.3% | +73.2% |
| 10Y | +92.6% | +108.6% | -16.0% | +20.8% |
| All | +92.6% | +103.5% | -11.0% | +20.8% |
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