+53.5%
F vs SEDG
-61.4%
+114.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.6% |
| 7D | -0.6% | -8.4% | +7.8% | 0.0% |
| 30D | +2.9% | -14.1% | +17.0% | +4.0% |
| 3M | -9.5% | -12.9% | +3.4% | -8.8% |
| 6M | +4.0% | -33.0% | +37.0% | +5.7% |
| YTD | -1.3% | -4.1% | +2.9% | -4.8% |
| 1Y | -1.9% | -30.9% | +28.9% | -2.6% |
| 3Y | +53.5% | -60.7% | +114.2% | +58.1% |
| All | +53.5% | -61.4% | +114.8% | +58.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling