+82.8%
EWZ vs SEDG
+38.0%
+44.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.4% | +1.9% |
| 7D | +1.4% | -8.4% | +9.8% | +2.2% |
| 30D | -25.1% | -14.1% | -11.0% | -23.9% |
| 3M | -7.7% | -12.9% | +5.2% | -6.6% |
| 6M | -15.8% | -33.0% | +17.2% | -14.5% |
| YTD | +3.6% | -4.1% | +7.7% | -1.2% |
| 1Y | +5.5% | -30.9% | +36.3% | +4.3% |
| 3Y | +22.1% | -60.7% | +82.8% | +16.5% |
| 5Y | +58.3% | -92.1% | +150.5% | +82.4% |
| 10Y | +50.3% | +97.6% | -47.3% | -1.6% |
| All | +82.8% | +38.0% | +44.9% | +20.5% |
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