+42.1%
ICE vs SEDG
-77.1%
+119.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.6% | +6.7% | +1.1% |
| 7D | -2.4% | +1.4% | -3.8% | -2.4% |
| 30D | +4.0% | +8.3% | -4.3% | +3.8% |
| 3M | +13.7% | -40.7% | +54.3% | +14.5% |
| 6M | +0.9% | -3.9% | +4.8% | -0.3% |
| YTD | -2.1% | +20.2% | -22.3% | -4.4% |
| 1Y | -9.5% | +17.6% | -27.1% | -11.9% |
| 3Y | +42.1% | -76.6% | +118.7% | +54.8% |
| All | +42.1% | -77.1% | +119.2% | +54.8% |
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