+190.5%
P vs SEDG
-61.4%
+251.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.5% | +5.7% | +6.2% |
| 7D | -9.6% | -8.4% | -1.2% | -8.4% |
| 30D | -33.4% | -14.1% | -19.3% | -32.1% |
| 3M | +14.2% | -12.9% | +27.1% | +15.9% |
| 6M | +31.6% | -33.0% | +64.6% | +36.6% |
| YTD | +53.5% | -4.1% | +57.6% | +51.8% |
| 1Y | +14.2% | -30.9% | +45.0% | +16.3% |
| 3Y | +190.5% | -60.7% | +251.2% | +192.4% |
| All | +190.5% | -61.4% | +251.9% | +192.4% |
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 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