-55.4%
PLUG vs SEDG
-43.4%
-12.0%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -1.8% | -8.7% | -10.0% |
| 7D | -23.4% | -13.3% | -10.1% | -20.4% |
| 30D | -23.4% | -21.9% | -1.6% | -18.7% |
| 3M | -51.7% | -25.9% | -25.9% | -48.3% |
| 6M | -72.0% | -44.2% | -27.7% | -67.3% |
| YTD | -43.7% | -17.3% | -26.3% | -47.5% |
| 1Y | -55.4% | -34.5% | -20.9% | -53.4% |
| All | -55.4% | -43.4% | -12.0% | -53.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling