+273.7%
IR vs SEDG
+94.3%
+179.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.6% | +5.4% | +0.4% |
| 7D | -4.5% | +1.4% | -5.9% | -4.7% |
| 30D | -13.9% | +8.3% | -22.2% | -14.9% |
| 3M | -0.3% | -40.7% | +40.3% | +4.3% |
| 6M | -14.3% | -3.9% | -10.4% | -17.1% |
| YTD | -7.9% | +20.2% | -28.1% | -14.0% |
| 1Y | -9.9% | +17.6% | -27.5% | -17.0% |
| 3Y | +6.5% | -76.6% | +83.1% | +11.7% |
| 5Y | +34.0% | -87.1% | +121.1% | +47.1% |
| All | +273.7% | +94.3% | +179.4% | +154.9% |
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