+17.4%
ISRG vs SEDG
-75.9%
+93.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +6.5% | -11.0% | -4.7% |
| 7D | -5.2% | +12.1% | -17.3% | -5.5% |
| 30D | -7.6% | +14.7% | -22.3% | -7.9% |
| 3M | -16.4% | -43.0% | +26.7% | -15.4% |
| 6M | -28.6% | +9.0% | -37.6% | -30.1% |
| YTD | -38.2% | +26.3% | -64.4% | -40.1% |
| 1Y | -25.5% | +8.9% | -34.4% | -27.7% |
| 3Y | +17.4% | -75.5% | +92.9% | +27.4% |
| All | +17.4% | -75.9% | +93.3% | +27.4% |
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