+79.9%
PL vs SEDG
-87.1%
+167.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +6.5% | -8.2% | -3.5% |
| 7D | -7.5% | +12.1% | -19.7% | -10.5% |
| 30D | -25.6% | +14.7% | -40.3% | -28.8% |
| 3M | -45.6% | -43.0% | -2.6% | -38.2% |
| 6M | -29.5% | +9.0% | -38.6% | -33.9% |
| YTD | -9.7% | +26.3% | -36.0% | -19.5% |
| 1Y | +84.4% | +8.9% | +75.4% | +66.8% |
| 3Y | +550.0% | -75.5% | +625.5% | +721.3% |
| 5Y | +79.0% | -86.7% | +165.7% | +164.8% |
| All | +79.9% | -87.1% | +167.0% | +165.7% |
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