+68.5%
F vs SEDG
+70.6%
-2.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.2% | +0.3% | +1.3% |
| 7D | +5.3% | +8.9% | -3.6% | +4.1% |
| 30D | +4.6% | +0.9% | +3.7% | +4.3% |
| 3M | -3.7% | -53.2% | +49.6% | +5.0% |
| 6M | +16.8% | -9.9% | +26.7% | +13.6% |
| YTD | +15.3% | +18.5% | -3.2% | +6.7% |
| 1Y | +31.0% | +0.1% | +30.9% | +22.0% |
| 3Y | +45.4% | -78.9% | +124.3% | +54.3% |
| 5Y | +54.7% | -88.0% | +142.7% | +72.8% |
| 10Y | +98.2% | +97.5% | +0.8% | +45.8% |
| All | +68.5% | +70.6% | -2.1% | +25.9% |
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