+111.6%
IT vs SEDG
+81.7%
+29.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +6.5% | -13.9% | -7.8% |
| 7D | -9.1% | +12.1% | -21.3% | -9.9% |
| 30D | -7.0% | +14.7% | -21.7% | -8.0% |
| 3M | +7.6% | -43.0% | +50.7% | +10.6% |
| 6M | +2.1% | +9.0% | -6.9% | -1.7% |
| YTD | -31.6% | +26.3% | -57.9% | -35.4% |
| 1Y | -29.9% | +8.9% | -38.9% | -33.6% |
| 3Y | -51.3% | -75.5% | +24.3% | -50.4% |
| 5Y | -44.8% | -86.7% | +41.9% | -41.5% |
| 10Y | +91.4% | +110.6% | -19.2% | +61.4% |
| All | +111.6% | +81.7% | +29.9% | +72.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling