+433.3%
META vs SEDG
+94.7%
+338.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.1% | -5.1% | -2.3% |
| 7D | -0.2% | -11.2% | +11.0% | +1.0% |
| 30D | -15.4% | -15.3% | -0.1% | -14.0% |
| 3M | +5.0% | -19.9% | +25.0% | +7.0% |
| 6M | +5.2% | -36.2% | +41.4% | +7.4% |
| YTD | -4.5% | -7.6% | +3.1% | -8.7% |
| 1Y | +0.6% | -40.3% | +40.9% | +1.1% |
| 3Y | +93.1% | -62.5% | +155.6% | +86.1% |
| 5Y | +93.7% | -92.6% | +186.2% | +132.3% |
| 10Y | +433.3% | +99.8% | +333.6% | +316.7% |
| All | +433.3% | +94.7% | +338.7% | +316.7% |
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