+86.4%
META vs SEDG
-93.5%
+179.9%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.8% | +4.7% | +3.1% |
| 7D | +5.2% | -13.3% | +18.5% | +6.5% |
| 30D | -13.0% | -21.9% | +8.9% | -11.2% |
| 3M | +7.9% | -25.9% | +33.8% | +10.4% |
| 6M | +4.2% | -44.2% | +48.5% | +7.5% |
| YTD | -2.5% | -17.3% | +14.8% | -5.5% |
| 1Y | +5.6% | -34.5% | +40.1% | +4.8% |
| 3Y | +96.8% | -66.7% | +163.5% | +100.4% |
| All | +86.4% | -93.5% | +179.9% | +170.9% |
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