+100.0%
IT vs SEDG
+106.4%
-6.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -5.6% | +10.9% | +5.6% |
| 7D | -3.7% | +1.4% | -5.1% | -3.8% |
| 30D | +0.1% | +8.3% | -8.2% | -0.7% |
| 3M | +20.7% | -40.7% | +61.3% | +23.8% |
| 6M | +12.0% | -3.9% | +15.9% | +8.6% |
| YTD | -28.8% | +20.2% | -49.0% | -32.9% |
| 1Y | -25.5% | +17.6% | -43.1% | -30.4% |
| 3Y | -48.8% | -76.6% | +27.9% | -47.1% |
| 5Y | -42.7% | -87.1% | +44.3% | -38.2% |
| All | +100.0% | +106.4% | -6.4% | +59.4% |
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 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