+499.0%
MA vs SEDG
+118.8%
+380.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.4% | -4.7% | -0.7% |
| 7D | -3.5% | +8.7% | -12.2% | -4.2% |
| 30D | +0.7% | +10.3% | -9.6% | -0.3% |
| 3M | +15.8% | -32.6% | +48.4% | +18.1% |
| 6M | +10.2% | -3.6% | +13.8% | +6.9% |
| YTD | -0.5% | +27.4% | -27.9% | -6.9% |
| 1Y | -1.8% | +24.9% | -26.7% | -9.3% |
| 3Y | +38.7% | -75.3% | +114.0% | +45.2% |
| 5Y | +67.6% | -86.3% | +153.9% | +82.1% |
| All | +499.0% | +118.8% | +380.2% | +314.6% |
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