-25.3%
QS vs SEDG
-75.7%
+50.5%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.4% | -5.1% | -2.0% |
| 7D | -5.0% | +8.7% | -13.7% | -7.2% |
| 30D | -18.3% | +10.3% | -28.6% | -20.8% |
| 3M | -26.0% | -32.6% | +6.6% | -19.3% |
| 6M | -24.0% | -3.6% | -20.5% | -27.9% |
| YTD | -50.3% | +27.4% | -77.7% | -57.2% |
| 1Y | -38.0% | +24.9% | -62.9% | -46.8% |
| All | -25.3% | -75.7% | +50.5% | +11.7% |
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 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