+40.4%
PL vs SEDG
-91.4%
+131.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -8.9% | +5.9% | -0.5% |
| 7D | +22.3% | -7.3% | +29.5% | +24.8% |
| 30D | -8.3% | -25.3% | +17.0% | -0.6% |
| 3M | -43.3% | -24.1% | -19.1% | -39.2% |
| 6M | -65.8% | -39.9% | -25.9% | -61.9% |
| YTD | -29.5% | -15.8% | -13.7% | -29.8% |
| 1Y | +11.7% | -42.9% | +54.6% | +22.7% |
| 3Y | +540.6% | -65.9% | +606.4% | +599.1% |
| 5Y | +32.9% | -93.3% | +126.2% | +119.6% |
| All | +40.4% | -91.4% | +131.8% | +131.6% |
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