+21.2%
ILMN vs SEDG
+118.8%
-97.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.4% | -6.2% | -2.5% |
| 7D | -9.2% | +8.7% | -17.9% | -10.4% |
| 30D | +4.4% | +10.3% | -6.0% | +2.5% |
| 3M | +23.9% | -32.6% | +56.5% | +28.8% |
| 6M | +64.5% | -3.6% | +68.1% | +56.8% |
| YTD | +53.5% | +27.4% | +26.1% | +36.9% |
| 1Y | +110.8% | +24.9% | +85.9% | +85.3% |
| 3Y | +30.7% | -75.3% | +106.0% | +35.2% |
| 5Y | -54.8% | -86.3% | +31.5% | -49.9% |
| All | +21.2% | +118.8% | -97.5% | -3.5% |
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