+209.8%
RF vs SEDG
+84.0%
+125.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -8.9% | +8.5% | +0.6% |
| 7D | +0.4% | -7.3% | +7.6% | +1.1% |
| 30D | +5.6% | -25.3% | +30.9% | +8.8% |
| 3M | -8.9% | -24.1% | +15.3% | -6.7% |
| 6M | +7.1% | -39.9% | +47.0% | +9.6% |
| YTD | +8.3% | -15.8% | +24.1% | +4.1% |
| 1Y | +16.8% | -42.9% | +59.7% | +17.6% |
| 3Y | +115.0% | -65.9% | +180.9% | +110.6% |
| 5Y | +46.4% | -93.3% | +139.7% | +77.0% |
| All | +209.8% | +84.0% | +125.8% | +136.8% |
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