+358.4%
LIN vs SEDG
+107.5%
+250.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +6.5% | -8.4% | -2.4% |
| 7D | -3.5% | +12.1% | -15.6% | -4.3% |
| 30D | -4.1% | +14.7% | -18.8% | -5.2% |
| 3M | -6.4% | -43.0% | +36.7% | -3.4% |
| 6M | -2.4% | +9.0% | -11.5% | -5.9% |
| YTD | +10.9% | +26.3% | -15.3% | +5.0% |
| 1Y | 0.0% | +8.9% | -8.9% | -5.4% |
| 3Y | +25.8% | -75.5% | +101.4% | +29.5% |
| 5Y | +60.8% | -86.7% | +147.6% | +71.3% |
| 10Y | +358.4% | +110.6% | +247.8% | +253.3% |
| All | +358.4% | +107.5% | +250.9% | +253.3% |
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 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