+398.8%
OSCR vs SEDG
-77.1%
+475.9%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.6% | +6.2% | +1.0% |
| 7D | +1.6% | +1.4% | +0.2% | +1.5% |
| 30D | +10.7% | +8.3% | +2.4% | +10.0% |
| 3M | +13.4% | -40.7% | +54.0% | +16.3% |
| 6M | +144.6% | -3.9% | +148.5% | +134.7% |
| YTD | +128.0% | +20.2% | +107.8% | +111.3% |
| 1Y | +68.7% | +17.6% | +51.1% | +54.1% |
| 3Y | +398.8% | -76.6% | +475.4% | +413.8% |
| All | +398.8% | -77.1% | +475.9% | +413.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling