+50.4%
EWZ vs SEDG
-75.9%
+126.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +6.5% | -4.5% | +1.6% |
| 7D | +5.6% | +12.1% | -6.5% | +4.8% |
| 30D | +9.3% | +14.7% | -5.5% | +8.2% |
| 3M | +15.7% | -43.0% | +58.7% | +18.9% |
| 6M | +7.4% | +9.0% | -1.6% | +4.3% |
| YTD | +22.7% | +26.3% | -3.6% | +17.4% |
| 1Y | +36.4% | +8.9% | +27.4% | +30.8% |
| 3Y | +50.4% | -75.5% | +125.9% | +61.1% |
| All | +50.4% | -75.9% | +126.3% | +61.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling