+215.2%
PODD vs SEDG
+106.4%
+108.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.6% | +3.6% | -1.4% |
| 7D | -10.5% | +1.4% | -11.9% | -10.7% |
| 30D | -9.0% | +8.3% | -17.3% | -10.1% |
| 3M | -11.5% | -40.7% | +29.1% | -7.0% |
| 6M | -44.7% | -3.9% | -40.8% | -46.4% |
| YTD | -53.6% | +20.2% | -73.8% | -56.8% |
| 1Y | -61.0% | +17.6% | -78.6% | -64.2% |
| 3Y | -24.7% | -76.6% | +51.9% | -19.9% |
| 5Y | -55.5% | -87.1% | +31.6% | -49.9% |
| All | +215.2% | +106.4% | +108.8% | +154.8% |
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