+29.7%
Q vs SEDG
-10.4%
+40.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +6.5% | -4.2% | +1.2% |
| 7D | +6.7% | +12.1% | -5.4% | +4.7% |
| 30D | -10.6% | +14.7% | -25.3% | -13.0% |
| 3M | -14.6% | -43.0% | +28.4% | -7.8% |
| 6M | +12.1% | +9.0% | +3.0% | +8.7% |
| YTD | +51.3% | +26.3% | +25.0% | +41.2% |
| All | +29.7% | -10.4% | +40.1% | +25.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling