-28.0%
MOD vs SEDG
-46.6%
+18.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -8.9% | +8.4% | +1.9% |
| 7D | +16.1% | -7.3% | +23.4% | +18.4% |
| 30D | -38.5% | -25.3% | -13.2% | -33.5% |
| 3M | -46.8% | -24.1% | -22.7% | -43.3% |
| 6M | -61.6% | -39.9% | -21.7% | -57.4% |
| YTD | -20.5% | -15.8% | -4.7% | -26.9% |
| 1Y | -28.0% | -42.9% | +14.8% | -17.9% |
| All | -28.0% | -46.6% | +18.6% | -17.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling