+393.3%
PSX vs SEDG
+70.6%
+322.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | +0.1% |
| 7D | +4.5% | +8.9% | -4.3% | +3.7% |
| 30D | +26.6% | +0.9% | +25.7% | +26.3% |
| 3M | +39.3% | -53.2% | +92.5% | +47.3% |
| 6M | +56.8% | -9.9% | +66.7% | +53.0% |
| YTD | +101.8% | +18.5% | +83.3% | +90.4% |
| 1Y | +99.6% | +0.1% | +99.5% | +88.8% |
| 3Y | +140.3% | -78.9% | +219.2% | +147.9% |
| 5Y | +339.3% | -88.0% | +427.4% | +363.4% |
| 10Y | +369.9% | +97.5% | +272.4% | +232.7% |
| All | +393.3% | +70.6% | +322.8% | +251.2% |
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