+16.8%
MUB vs SEDG
+118.8%
-102.0%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.4% | -5.1% | -0.8% |
| 7D | -1.2% | +8.7% | -10.0% | -1.3% |
| 30D | -2.8% | +10.3% | -13.1% | -2.9% |
| 3M | -3.1% | -32.6% | +29.6% | -2.8% |
| 6M | -2.9% | -3.6% | +0.7% | -3.1% |
| YTD | -2.0% | +27.4% | -29.4% | -2.7% |
| 1Y | 0.0% | +24.9% | -24.9% | -0.8% |
| 3Y | +7.4% | -75.3% | +82.7% | +7.5% |
| 5Y | +0.8% | -86.3% | +87.1% | +1.2% |
| All | +16.8% | +118.8% | -102.0% | +13.4% |
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 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