-3.0%
ISRG vs SEDG
-87.2%
+84.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +6.5% | -11.0% | -5.0% |
| 7D | -5.2% | +12.1% | -17.3% | -6.0% |
| 30D | -7.6% | +14.7% | -22.3% | -8.6% |
| 3M | -16.4% | -43.0% | +26.7% | -13.9% |
| 6M | -28.6% | +9.0% | -37.6% | -31.6% |
| YTD | -38.2% | +26.3% | -64.4% | -42.0% |
| 1Y | -25.5% | +8.9% | -34.4% | -30.0% |
| 3Y | +17.4% | -75.5% | +92.9% | +33.7% |
| 5Y | -3.0% | -86.7% | +83.8% | +12.5% |
| All | -3.0% | -87.2% | +84.2% | +12.5% |
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 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