+44.3%
F vs SEDG
+38.0%
+6.3%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.6% |
| 7D | -0.6% | -8.4% | +7.8% | +0.2% |
| 30D | +2.9% | -14.1% | +17.0% | +4.5% |
| 3M | -9.5% | -12.9% | +3.4% | -8.5% |
| 6M | +4.0% | -33.0% | +37.0% | +6.1% |
| YTD | -1.3% | -4.1% | +2.9% | -6.6% |
| 1Y | -1.9% | -30.9% | +28.9% | -3.3% |
| 3Y | +53.5% | -60.7% | +114.2% | +46.0% |
| 5Y | -15.1% | -92.1% | +77.0% | +0.2% |
| 10Y | +81.0% | +97.6% | -16.6% | +33.3% |
| All | +44.3% | +38.0% | +6.3% | +10.2% |
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