+67.3%
F vs SEDG
+80.7%
-13.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.3% |
| 7D | -3.1% | -13.3% | +10.2% | -1.2% |
| 30D | 0.0% | -21.9% | +21.9% | +3.0% |
| 3M | -13.2% | -25.9% | +12.7% | -10.3% |
| 6M | -10.2% | -44.2% | +34.0% | -6.1% |
| YTD | -4.9% | -17.3% | +12.4% | -8.6% |
| 1Y | -6.1% | -34.5% | +28.4% | -6.7% |
| 3Y | +46.0% | -66.7% | +112.7% | +42.5% |
| 5Y | -15.7% | -93.4% | +77.7% | +4.8% |
| All | +67.3% | +80.7% | -13.4% | +23.6% |
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