+69.6%
OTIS vs SEDG
-53.4%
+123.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.3% | +2.3% | -0.9% |
| 7D | -2.2% | +3.6% | -5.8% | -2.4% |
| 30D | -4.3% | +9.3% | -13.6% | -5.0% |
| 3M | -2.2% | -39.1% | +36.9% | +0.1% |
| 6M | -19.9% | +1.8% | -21.7% | -22.1% |
| YTD | -19.3% | +22.0% | -41.4% | -23.1% |
| 1Y | -19.6% | +17.2% | -36.8% | -23.9% |
| 3Y | -11.5% | -76.3% | +64.8% | -9.6% |
| 5Y | -16.8% | -87.2% | +70.5% | -12.3% |
| All | +69.6% | -53.4% | +123.0% | +57.2% |
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