+45.2%
PL vs SEDG
-90.2%
+135.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | +0.5% | +14.0% | +14.3% |
| 7D | +10.9% | -8.4% | +19.3% | +13.9% |
| 30D | -16.4% | -14.1% | -2.2% | -12.7% |
| 3M | -39.9% | -12.9% | -27.0% | -38.1% |
| 6M | -63.2% | -33.0% | -30.2% | -60.1% |
| YTD | -27.1% | -4.1% | -23.0% | -30.0% |
| 1Y | +12.2% | -30.9% | +43.0% | +16.8% |
| 3Y | +584.3% | -60.7% | +645.0% | +617.9% |
| 5Y | +37.0% | -92.1% | +129.1% | +118.4% |
| All | +45.2% | -90.2% | +135.4% | +131.1% |
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