+84.1%
F vs SEDG
+103.5%
-19.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.3% | -0.6% | -3.5% |
| 7D | -4.9% | +3.6% | -8.5% | -5.4% |
| 30D | -2.9% | +9.3% | -12.2% | -4.3% |
| 3M | -9.1% | -39.1% | +30.0% | -4.2% |
| 6M | +12.9% | +1.8% | +11.1% | +7.7% |
| YTD | +6.1% | +22.0% | -16.0% | -2.7% |
| 1Y | +22.5% | +17.2% | +5.3% | +11.0% |
| 3Y | +32.1% | -76.3% | +108.4% | +39.3% |
| 5Y | +43.7% | -87.2% | +131.0% | +61.9% |
| 10Y | +84.1% | +108.6% | -24.5% | +37.0% |
| All | +84.1% | +103.5% | -19.4% | +37.0% |
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