-74.1%
OPEN vs SEDG
-74.8%
+0.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +4.4% | -11.0% | -8.3% |
| 7D | -10.5% | +8.7% | -19.3% | -13.6% |
| 30D | -21.8% | +10.3% | -32.1% | -25.4% |
| 3M | -37.5% | -32.6% | -4.9% | -30.3% |
| 6M | -44.1% | -3.6% | -40.5% | -50.4% |
| YTD | -52.0% | +27.4% | -79.4% | -63.5% |
| 1Y | -52.2% | +24.9% | -77.1% | -64.2% |
| 3Y | -25.9% | -75.3% | +49.4% | -5.1% |
| 5Y | -85.1% | -86.3% | +1.2% | -74.0% |
| All | -74.1% | -74.8% | +0.8% | -56.4% |
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