+378.1%
PSX vs SEDG
+106.4%
+271.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.6% | +6.0% | +0.9% |
| 7D | +1.7% | +1.4% | +0.3% | +1.5% |
| 30D | +15.6% | +8.3% | +7.3% | +14.6% |
| 3M | +46.5% | -40.7% | +87.1% | +51.6% |
| 6M | +55.0% | -3.9% | +58.9% | +50.5% |
| YTD | +105.3% | +20.2% | +85.1% | +93.4% |
| 1Y | +101.6% | +17.6% | +84.0% | +87.6% |
| 3Y | +134.1% | -76.6% | +210.8% | +139.8% |
| 5Y | +368.7% | -87.1% | +455.8% | +391.6% |
| All | +378.1% | +106.4% | +271.7% | +254.7% |
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