+39.1%
O vs SEDG
-65.9%
+105.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.7% |
| 7D | -0.4% | -13.3% | +12.9% | -0.2% |
| 30D | +7.1% | -21.9% | +29.0% | +7.5% |
| 3M | -5.2% | -25.9% | +20.7% | -4.9% |
| 6M | -1.8% | -44.2% | +42.5% | -1.6% |
| YTD | +9.1% | -17.3% | +26.4% | +7.4% |
| 1Y | +9.7% | -34.5% | +44.2% | +8.7% |
| 3Y | +39.1% | -66.7% | +105.8% | +41.9% |
| All | +39.1% | -65.9% | +105.1% | +41.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling