+629.3%
ON vs SEDG
+106.4%
+522.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -5.6% | +14.1% | +10.0% |
| 7D | +2.4% | +1.4% | +1.0% | +1.6% |
| 30D | -8.6% | +8.3% | -16.9% | -11.3% |
| 3M | -34.3% | -40.7% | +6.3% | -26.7% |
| 6M | +28.5% | -3.9% | +32.4% | +22.5% |
| YTD | +40.6% | +20.2% | +20.4% | +24.4% |
| 1Y | +55.3% | +17.6% | +37.7% | +34.0% |
| 3Y | -22.2% | -76.6% | +54.4% | -12.6% |
| 5Y | +62.4% | -87.1% | +149.5% | +104.6% |
| All | +629.3% | +106.4% | +522.9% | +369.1% |
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