+132.3%
HON vs SEDG
+106.4%
+25.9%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.6% | +5.7% | +0.5% |
| 7D | -3.5% | +1.4% | -4.9% | -3.6% |
| 30D | -13.8% | +8.3% | -22.1% | -14.5% |
| 3M | -11.7% | -40.7% | +29.0% | -8.9% |
| 6M | -18.7% | -3.9% | -14.8% | -20.7% |
| YTD | +0.2% | +20.2% | -20.0% | -4.8% |
| 1Y | -3.1% | +17.6% | -20.7% | -8.9% |
| 3Y | +17.0% | -76.6% | +93.6% | +22.1% |
| 5Y | +2.0% | -87.1% | +89.1% | +10.0% |
| All | +132.3% | +106.4% | +25.9% | +84.4% |
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