+1,064.5%
MOD vs SEDG
+80.7%
+983.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | -1.8% | +29.7% | +28.2% |
| 7D | +40.4% | -13.3% | +53.7% | +43.9% |
| 30D | -14.0% | -21.9% | +7.9% | -10.1% |
| 3M | -33.3% | -25.9% | -7.5% | -30.1% |
| 6M | -51.4% | -44.2% | -7.2% | -47.5% |
| YTD | +1.6% | -17.3% | +18.9% | +0.8% |
| 1Y | +5.4% | -34.5% | +39.9% | +8.6% |
| 3Y | +191.0% | -66.7% | +257.7% | +196.7% |
| 5Y | +1,093.1% | -93.4% | +1,186.6% | +1,482.2% |
| All | +1,064.5% | +80.7% | +983.8% | +799.3% |
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