+1,530.3%
MOD vs SEDG
-87.9%
+1,618.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.2% | +3.1% | +4.1% |
| 7D | +9.6% | +8.9% | +0.7% | +8.0% |
| 30D | 0.0% | +0.9% | -0.9% | -0.4% |
| 3M | -35.4% | -53.2% | +17.9% | -28.0% |
| 6M | -7.3% | -9.9% | +2.6% | -8.1% |
| YTD | +45.8% | +18.5% | +27.3% | +37.7% |
| 1Y | +43.1% | +0.1% | +43.0% | +37.6% |
| 3Y | +297.7% | -78.9% | +376.6% | +374.2% |
| All | +1,530.3% | -87.9% | +1,618.2% | +1,948.4% |
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