+67.6%
EWZ vs SEDG
-87.2%
+154.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +6.5% | -4.5% | +1.5% |
| 7D | +5.6% | +12.1% | -6.5% | +4.7% |
| 30D | +9.3% | +14.7% | -5.5% | +8.0% |
| 3M | +15.7% | -43.0% | +58.7% | +19.3% |
| 6M | +7.4% | +9.0% | -1.6% | +4.0% |
| YTD | +22.7% | +26.3% | -3.6% | +16.9% |
| 1Y | +36.4% | +8.9% | +27.4% | +30.2% |
| 3Y | +50.4% | -75.5% | +125.9% | +54.6% |
| 5Y | +67.6% | -86.7% | +154.4% | +77.3% |
| All | +67.6% | -87.2% | +154.8% | +77.3% |
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