+338.5%
RF vs SEDG
+103.5%
+235.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.8% | -0.2% |
| 7D | -0.1% | +3.6% | -3.8% | -0.6% |
| 30D | -4.0% | +9.3% | -13.3% | -5.3% |
| 3M | +5.6% | -39.1% | +44.7% | +10.0% |
| 6M | +13.1% | +1.8% | +11.3% | +8.1% |
| YTD | +13.6% | +22.0% | -8.5% | +5.1% |
| 1Y | +16.0% | +17.2% | -1.3% | +6.1% |
| 3Y | +90.2% | -76.3% | +166.5% | +101.7% |
| 5Y | +87.0% | -87.2% | +174.2% | +106.8% |
| 10Y | +338.5% | +108.6% | +229.9% | +231.8% |
| All | +338.5% | +103.5% | +235.0% | +231.8% |
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