+1,549.9%
LLY vs SEDG
+106.4%
+1,443.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.6% | +5.0% | -0.4% |
| 7D | -2.9% | +1.4% | -4.3% | -3.0% |
| 30D | -8.4% | +8.3% | -16.7% | -8.8% |
| 3M | -3.8% | -40.7% | +36.9% | -2.3% |
| 6M | +11.9% | -3.9% | +15.8% | +10.3% |
| YTD | +4.3% | +20.2% | -15.9% | +1.3% |
| 1Y | +48.5% | +17.6% | +30.9% | +43.6% |
| 3Y | +91.2% | -76.6% | +167.8% | +92.5% |
| 5Y | +387.5% | -87.1% | +474.6% | +395.8% |
| All | +1,549.9% | +106.4% | +1,443.5% | +1,330.5% |
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 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