+966.8%
MOD vs SEDG
+117.8%
+849.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.5% | +9.3% | +9.8% |
| 7D | -13.9% | -8.4% | -5.5% | -12.3% |
| 30D | -41.5% | -14.1% | -27.4% | -39.8% |
| 3M | -45.7% | -12.9% | -32.8% | -44.7% |
| 6M | -61.1% | -33.0% | -28.1% | -59.3% |
| YTD | -20.5% | -4.1% | -16.4% | -23.0% |
| 1Y | -32.1% | -30.9% | -1.3% | -30.7% |
| 3Y | +146.5% | -60.7% | +207.1% | +144.2% |
| 5Y | +812.7% | -92.1% | +904.8% | +1,070.8% |
| 10Y | +966.8% | +97.6% | +869.3% | +731.1% |
| All | +966.8% | +117.8% | +849.0% | +731.1% |
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