+0.8%
META vs SEDG
-5.0%
+5.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -8.7% | +10.1% | +1.7% |
| 7D | +2.9% | +1.8% | +1.1% | +2.8% |
| 30D | -15.1% | -12.7% | -2.4% | -14.8% |
| 3M | +7.2% | -38.4% | +45.7% | +8.3% |
| 6M | +3.4% | -27.7% | +31.1% | +4.7% |
| YTD | -4.3% | +4.1% | -8.4% | -5.4% |
| 1Y | +0.8% | -5.7% | +6.4% | -0.2% |
| All | +0.8% | -5.0% | +5.8% | -0.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling