+243.8%
MET vs SEDG
+106.4%
+137.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.6% | +6.0% | +0.8% |
| 7D | -0.5% | +1.4% | -1.9% | -0.7% |
| 30D | +0.5% | +8.3% | -7.8% | -0.4% |
| 3M | +11.6% | -40.7% | +52.3% | +15.2% |
| 6M | +40.8% | -3.9% | +44.7% | +36.9% |
| YTD | +25.7% | +20.2% | +5.5% | +18.8% |
| 1Y | +24.4% | +17.6% | +6.8% | +16.4% |
| 3Y | +67.5% | -76.6% | +144.1% | +74.6% |
| 5Y | +85.8% | -87.1% | +172.9% | +98.9% |
| All | +243.8% | +106.4% | +137.4% | +177.5% |
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