+50.4%
IEFA vs SEDG
-87.2%
+137.6%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.6% | +6.6% | +1.4% |
| 7D | -1.6% | +1.4% | -3.0% | -1.7% |
| 30D | -1.5% | +8.3% | -9.8% | -2.2% |
| 3M | +3.4% | -40.7% | +44.1% | +6.2% |
| 6M | +9.5% | -3.9% | +13.4% | +7.3% |
| YTD | +13.0% | +20.2% | -7.2% | +8.3% |
| 1Y | +18.0% | +17.6% | +0.4% | +12.2% |
| 3Y | +65.4% | -76.6% | +142.0% | +75.0% |
| All | +50.4% | -87.2% | +137.6% | +64.4% |
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 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