+85.1%
MET vs SEDG
-86.8%
+171.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.4% | -3.2% | +0.9% |
| 7D | -2.5% | +8.7% | -11.2% | -2.9% |
| 30D | 0.0% | +10.3% | -10.3% | -0.6% |
| 3M | +13.1% | -32.6% | +45.7% | +14.5% |
| 6M | +39.0% | -3.6% | +42.6% | +36.5% |
| YTD | +25.2% | +27.4% | -2.2% | +20.4% |
| 1Y | +25.6% | +24.9% | +0.7% | +20.1% |
| 3Y | +67.1% | -75.3% | +142.4% | +75.8% |
| 5Y | +85.1% | -86.3% | +171.4% | +96.6% |
| All | +85.1% | -86.8% | +171.9% | +96.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling