+7.5%
IR vs SEDG
-76.7%
+84.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.3% | +1.3% | -1.8% |
| 7D | -1.9% | +3.6% | -5.5% | -2.2% |
| 30D | -15.0% | +9.3% | -24.4% | -15.7% |
| 3M | -0.4% | -39.1% | +38.7% | +2.3% |
| 6M | -15.0% | +1.8% | -16.8% | -17.2% |
| YTD | -7.1% | +22.0% | -29.1% | -11.0% |
| 1Y | -7.5% | +17.2% | -24.8% | -11.9% |
| All | +7.5% | -76.7% | +84.2% | +15.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling