+21.1%
PL vs SEDG
-92.0%
+113.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +5.0% | +5.4% | +8.9% |
| 7D | -6.8% | -8.5% | +1.6% | -4.2% |
| 30D | -29.3% | -17.0% | -12.3% | -25.3% |
| 3M | -44.8% | -15.8% | -29.0% | -42.5% |
| 6M | -68.4% | -32.3% | -36.1% | -65.7% |
| YTD | -36.4% | -4.6% | -31.7% | -39.1% |
| 1Y | +0.7% | -29.2% | +30.0% | +4.2% |
| 3Y | +455.3% | -61.7% | +517.0% | +498.3% |
| All | +21.1% | -92.0% | +113.2% | +141.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling