+42.7%
LLY vs SEDG
-42.2%
+85.0%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.1% | +1.2% |
| 7D | +6.7% | -13.3% | +20.0% | +6.1% |
| 30D | +19.6% | -21.9% | +41.4% | +18.4% |
| 3M | +19.7% | -25.9% | +45.6% | +18.5% |
| 6M | +42.7% | -44.2% | +87.0% | +39.0% |
| All | +42.7% | -42.2% | +85.0% | +39.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling