-64.8%
MOD vs SEDG
-32.7%
-32.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +5.0% | +0.7% | +4.4% |
| 7D | -25.5% | -8.5% | -17.1% | -23.3% |
| 30D | -49.0% | -17.0% | -32.0% | -46.4% |
| 3M | -49.8% | -15.8% | -34.0% | -47.9% |
| 6M | -64.8% | -32.3% | -32.5% | -60.8% |
| All | -64.8% | -32.7% | -32.1% | -60.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling