+83.0%
PL vs SEDG
-87.9%
+171.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.2% | -2.4% | -1.6% |
| 7D | -9.3% | +8.9% | -18.2% | -11.4% |
| 30D | -18.9% | +0.9% | -19.8% | -19.6% |
| 3M | -58.4% | -53.2% | -5.1% | -49.5% |
| 6M | -30.3% | -9.9% | -20.5% | -31.1% |
| YTD | -8.1% | +18.5% | -26.7% | -16.6% |
| 1Y | +180.5% | +0.1% | +180.4% | +159.3% |
| 3Y | +444.1% | -78.9% | +523.0% | +624.5% |
| 5Y | +83.0% | -88.0% | +171.1% | +175.8% |
| All | +83.0% | -87.9% | +171.0% | +175.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling