+649.5%
META vs SEDG
+70.6%
+579.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.2% | +0.9% |
| 7D | +6.7% | +8.9% | -2.2% | +5.8% |
| 30D | +4.8% | +0.9% | +3.9% | +4.5% |
| 3M | -1.6% | -53.2% | +51.6% | +5.0% |
| 6M | -7.5% | -9.9% | +2.4% | -9.6% |
| YTD | -6.4% | +18.5% | -24.9% | -12.1% |
| 1Y | -17.3% | +0.1% | -17.5% | -21.9% |
| 3Y | +109.9% | -78.9% | +188.8% | +121.4% |
| 5Y | +65.4% | -88.0% | +153.4% | +83.0% |
| 10Y | +391.8% | +97.5% | +294.3% | +285.1% |
| All | +649.5% | +70.6% | +579.0% | +510.5% |
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