+210.6%
MET vs SEDG
+81.7%
+129.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +6.5% | -8.7% | -2.7% |
| 7D | +1.1% | +12.1% | -11.0% | +0.1% |
| 30D | -2.3% | +14.7% | -17.0% | -3.7% |
| 3M | +13.9% | -43.0% | +56.9% | +18.1% |
| 6M | +34.8% | +9.0% | +25.8% | +29.4% |
| YTD | +23.5% | +26.3% | -2.7% | +16.2% |
| 1Y | +23.4% | +8.9% | +14.5% | +16.2% |
| 3Y | +64.9% | -75.5% | +140.4% | +69.9% |
| 5Y | +82.0% | -86.7% | +168.8% | +93.1% |
| 10Y | +244.4% | +110.6% | +133.8% | +145.5% |
| All | +210.6% | +81.7% | +129.0% | +115.5% |
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 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