-81.2%
PATH vs SEDG
-88.6%
+7.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.0% | -5.1% | -1.1% |
| 7D | -5.3% | -8.5% | +3.1% | -4.0% |
| 30D | -0.5% | -17.0% | +16.5% | +2.6% |
| 3M | -7.1% | -15.8% | +8.7% | -5.3% |
| 6M | +23.8% | -32.3% | +56.1% | +26.1% |
| YTD | -20.7% | -4.6% | -16.0% | -28.9% |
| 1Y | -8.1% | -29.2% | +21.2% | -12.3% |
| 3Y | -21.8% | -61.7% | +39.8% | -22.4% |
| 5Y | -76.8% | -92.0% | +15.2% | -63.0% |
| All | -81.2% | -88.6% | +7.4% | -73.5% |
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