-45.6%
IT vs SEDG
-86.8%
+41.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.4% | -3.8% | +0.3% |
| 7D | -12.7% | +8.7% | -21.4% | -13.2% |
| 30D | -8.9% | +10.3% | -19.2% | -9.5% |
| 3M | +10.1% | -32.6% | +42.8% | +11.6% |
| 6M | +7.3% | -3.6% | +10.8% | +4.3% |
| YTD | -32.4% | +27.4% | -59.8% | -36.3% |
| 1Y | -26.6% | +24.9% | -51.6% | -31.4% |
| 3Y | -51.8% | -75.3% | +23.5% | -46.3% |
| 5Y | -45.6% | -86.3% | +40.7% | -34.3% |
| All | -45.6% | -86.8% | +41.2% | -34.3% |
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