+374.7%
ISRG vs SEDG
+118.8%
+256.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.4% | -2.3% | +1.6% |
| 7D | -2.5% | +8.7% | -11.3% | -3.4% |
| 30D | -10.2% | +10.3% | -20.5% | -11.3% |
| 3M | -12.5% | -32.6% | +20.1% | -10.3% |
| 6M | -25.8% | -3.6% | -22.2% | -28.7% |
| YTD | -36.4% | +27.4% | -63.7% | -41.5% |
| 1Y | -19.9% | +24.9% | -44.8% | -27.5% |
| 3Y | +20.9% | -75.3% | +96.2% | +27.0% |
| 5Y | +5.7% | -86.3% | +92.0% | +17.2% |
| All | +374.7% | +118.8% | +256.0% | +250.5% |
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