+240.3%
LOW vs SEDG
+81.7%
+158.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +6.5% | -8.3% | -2.4% |
| 7D | +0.4% | +12.1% | -11.8% | -0.7% |
| 30D | -10.1% | +14.7% | -24.8% | -11.3% |
| 3M | -2.9% | -43.0% | +40.2% | +0.7% |
| 6M | -19.4% | +9.0% | -28.4% | -22.9% |
| YTD | -15.4% | +26.3% | -41.7% | -20.9% |
| 1Y | -24.9% | +8.9% | -33.9% | -29.8% |
| 3Y | -7.8% | -75.5% | +67.7% | -6.7% |
| 5Y | +8.4% | -86.7% | +95.1% | +13.6% |
| 10Y | +226.8% | +110.6% | +116.2% | +159.0% |
| All | +240.3% | +81.7% | +158.6% | +157.7% |
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