+291.3%
IR vs SEDG
+91.6%
+199.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +1.1% |
| 7D | -2.8% | +8.9% | -11.7% | -3.8% |
| 30D | -15.1% | +0.9% | -16.0% | -15.4% |
| 3M | +6.1% | -53.2% | +59.3% | +14.0% |
| 6M | -16.8% | -9.9% | -7.0% | -18.9% |
| YTD | -3.5% | +18.5% | -22.1% | -9.8% |
| 1Y | -3.5% | +0.1% | -3.6% | -9.3% |
| 3Y | +9.5% | -78.9% | +88.4% | +16.7% |
| 5Y | +45.1% | -88.0% | +133.1% | +61.2% |
| All | +291.3% | +91.6% | +199.7% | +167.6% |
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