+54.5%
OMC vs SEDG
+81.7%
-27.2%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +6.5% | -8.3% | -2.2% |
| 7D | -5.8% | +12.1% | -17.9% | -6.5% |
| 30D | -4.8% | +14.7% | -19.5% | -5.9% |
| 3M | +9.2% | -43.0% | +52.3% | +12.3% |
| 6M | -2.5% | +9.0% | -11.5% | -5.9% |
| YTD | +2.6% | +26.3% | -23.7% | -2.8% |
| 1Y | +5.9% | +8.9% | -3.0% | +0.4% |
| 3Y | +14.2% | -75.5% | +89.7% | +14.7% |
| 5Y | +33.2% | -86.7% | +120.0% | +37.2% |
| 10Y | +33.4% | +110.6% | -77.2% | +7.9% |
| All | +54.5% | +81.7% | -27.2% | +22.2% |
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