+15.4%
ILMN vs SEDG
+19.0%
-3.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.9% |
| 7D | -2.9% | -13.3% | +10.4% | -0.9% |
| 30D | -23.8% | -21.9% | -2.0% | -21.1% |
| 3M | +7.5% | -25.9% | +33.3% | +11.6% |
| 6M | +42.8% | -44.2% | +87.0% | +49.5% |
| YTD | +57.8% | -17.3% | +75.2% | +50.6% |
| 1Y | +72.6% | -34.5% | +107.1% | +70.6% |
| 3Y | +129.3% | -66.7% | +196.0% | +122.3% |
| 5Y | -44.5% | -93.4% | +48.9% | -33.1% |
| 10Y | +54.5% | +78.7% | -24.1% | +23.3% |
| All | +15.4% | +19.0% | -3.5% | -5.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling