+40.0%
ICE vs SEDG
-86.8%
+126.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.4% | -4.8% | -0.6% |
| 7D | -5.3% | +8.7% | -14.1% | -5.7% |
| 30D | +3.0% | +10.3% | -7.3% | +2.5% |
| 3M | +11.4% | -32.6% | +44.1% | +12.5% |
| 6M | -2.0% | -3.6% | +1.5% | -3.8% |
| YTD | -3.1% | +27.4% | -30.5% | -6.8% |
| 1Y | -8.4% | +24.9% | -33.3% | -12.4% |
| 3Y | +40.7% | -75.3% | +116.0% | +49.4% |
| 5Y | +40.0% | -86.3% | +126.3% | +53.7% |
| All | +40.0% | -86.8% | +126.7% | +53.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling