+158.7%
P vs SEDG
-75.9%
+234.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.5% | -4.9% | +0.8% |
| 7D | +7.8% | +12.1% | -4.3% | +6.3% |
| 30D | +12.3% | +14.7% | -2.4% | +10.3% |
| 3M | +37.1% | -43.0% | +80.1% | +44.8% |
| 6M | +66.1% | +9.0% | +57.0% | +61.6% |
| YTD | +50.9% | +26.3% | +24.7% | +44.2% |
| 1Y | +27.2% | +8.9% | +18.3% | +22.5% |
| 3Y | +158.7% | -75.5% | +234.2% | +203.9% |
| All | +158.7% | -75.9% | +234.5% | +203.9% |
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