+58.0%
ILMN vs SEDG
+84.0%
-26.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -8.9% | +7.3% | -0.2% |
| 7D | +0.7% | -7.3% | +8.0% | +1.9% |
| 30D | -22.7% | -25.3% | +2.6% | -19.3% |
| 3M | +8.6% | -24.1% | +32.8% | +12.6% |
| 6M | +43.8% | -39.9% | +83.7% | +49.1% |
| YTD | +59.8% | -15.8% | +75.6% | +51.3% |
| 1Y | +71.8% | -42.9% | +114.7% | +73.2% |
| 3Y | +119.0% | -65.9% | +184.8% | +111.6% |
| 5Y | -43.8% | -93.3% | +49.5% | -30.5% |
| All | +58.0% | +84.0% | -26.1% | +34.2% |
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