-21.7%
ONON vs SEDG
-87.2%
+65.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -5.6% | +7.7% | +2.9% |
| 7D | -2.1% | +1.4% | -3.5% | -2.4% |
| 30D | -11.6% | +8.3% | -19.9% | -12.9% |
| 3M | -30.1% | -40.7% | +10.6% | -26.3% |
| 6M | -30.5% | -3.9% | -26.6% | -34.0% |
| YTD | -41.0% | +20.2% | -61.2% | -46.8% |
| 1Y | -36.7% | +17.6% | -54.3% | -44.5% |
| 3Y | -8.6% | -76.6% | +68.0% | +14.5% |
| All | -21.7% | -87.2% | +65.5% | +11.5% |
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