+112.2%
EWZ vs SEDG
+70.6%
+41.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -0.8% |
| 7D | +6.5% | +8.9% | -2.4% | +5.5% |
| 30D | +4.8% | +0.9% | +4.0% | +4.5% |
| 3M | +9.9% | -53.2% | +63.1% | +18.1% |
| 6M | +1.9% | -9.9% | +11.8% | -0.9% |
| YTD | +20.3% | +18.5% | +1.8% | +12.1% |
| 1Y | +35.6% | +0.1% | +35.5% | +27.0% |
| 3Y | +43.4% | -78.9% | +122.3% | +51.1% |
| 5Y | +55.9% | -88.0% | +144.0% | +68.7% |
| 10Y | +84.2% | +97.5% | -13.3% | +20.6% |
| All | +112.2% | +70.6% | +41.7% | +36.8% |
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 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