+347.6%
IVV vs SEDG
+33.0%
+314.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.1% | -1.8% | +1.0% |
| 7D | -0.9% | -11.2% | +10.2% | 0.0% |
| 30D | -2.3% | -15.3% | +12.9% | -1.2% |
| 3M | -1.2% | -19.9% | +18.8% | +0.2% |
| 6M | +3.3% | -36.2% | +39.5% | +5.0% |
| YTD | +12.3% | -7.6% | +19.9% | +8.7% |
| 1Y | +12.5% | -40.3% | +52.9% | +13.1% |
| 3Y | +79.2% | -62.5% | +141.7% | +73.6% |
| 5Y | +75.6% | -92.6% | +168.2% | +97.3% |
| 10Y | +313.4% | +99.8% | +213.6% | +224.2% |
| All | +347.6% | +33.0% | +314.6% | +254.5% |
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 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