+655.3%
P vs SEDG
+94.7%
+560.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.1% | +1.3% | +3.8% |
| 7D | -4.7% | -11.2% | +6.4% | -2.3% |
| 30D | -31.4% | -15.3% | -16.1% | -29.2% |
| 3M | -2.6% | -19.9% | +17.3% | +1.0% |
| 6M | +21.9% | -36.2% | +58.1% | +28.6% |
| YTD | +58.9% | -7.6% | +66.5% | +52.5% |
| 1Y | +21.7% | -40.3% | +62.1% | +26.6% |
| 3Y | +193.3% | -62.5% | +255.8% | +186.8% |
| 5Y | +275.1% | -92.6% | +367.7% | +408.6% |
| 10Y | +655.3% | +99.8% | +555.5% | +346.6% |
| All | +655.3% | +94.7% | +560.6% | +346.6% |
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