+65.8%
MAR vs SEDG
-75.7%
+141.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.4% | -5.1% | -0.9% |
| 7D | -2.1% | +8.7% | -10.8% | -2.4% |
| 30D | -5.7% | +10.3% | -16.0% | -6.1% |
| 3M | -14.6% | -32.6% | +18.0% | -13.7% |
| 6M | +1.3% | -3.6% | +4.9% | -0.6% |
| YTD | +6.7% | +27.4% | -20.7% | +2.4% |
| 1Y | +26.4% | +24.9% | +1.5% | +20.6% |
| All | +65.8% | -75.7% | +141.5% | +90.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling