+55.7%
ISRG vs SEDG
-65.3%
+121.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -8.9% | +6.8% | -2.0% |
| 7D | -6.1% | -7.3% | +1.2% | -6.0% |
| 30D | +4.2% | -25.3% | +29.6% | +4.8% |
| 3M | +9.6% | -24.1% | +33.8% | +10.0% |
| 6M | +1.9% | -39.9% | +41.8% | +1.6% |
| YTD | -22.3% | -15.8% | -6.5% | -24.0% |
| 1Y | -23.2% | -42.9% | +19.7% | -23.7% |
| All | +55.7% | -65.3% | +121.0% | +58.5% |
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 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