+105.4%
O vs SEDG
+19.0%
+86.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.6% |
| 7D | -0.4% | -13.3% | +12.9% | +0.5% |
| 30D | +7.1% | -21.9% | +29.0% | +8.6% |
| 3M | -5.2% | -25.9% | +20.7% | -3.9% |
| 6M | -1.8% | -44.2% | +42.5% | -0.2% |
| YTD | +9.1% | -17.3% | +26.4% | +6.3% |
| 1Y | +9.7% | -34.5% | +44.2% | +8.6% |
| 3Y | +39.1% | -66.7% | +105.8% | +36.5% |
| 5Y | +8.4% | -93.4% | +101.8% | +20.4% |
| 10Y | +80.2% | +78.7% | +1.5% | +47.4% |
| All | +105.4% | +19.0% | +86.4% | +60.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling