+40.2%
IR vs SEDG
-86.7%
+126.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +6.5% | -8.2% | -2.3% |
| 7D | +0.6% | +12.1% | -11.5% | -0.5% |
| 30D | -13.6% | +14.7% | -28.3% | -14.9% |
| 3M | +3.7% | -43.0% | +46.7% | +8.0% |
| 6M | -13.1% | +9.0% | -22.1% | -16.5% |
| YTD | -5.1% | +26.3% | -31.4% | -10.8% |
| 1Y | -6.5% | +8.9% | -15.4% | -11.8% |
| 3Y | +8.5% | -75.5% | +84.0% | +17.1% |
| All | +40.2% | -86.7% | +126.8% | +62.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling