+95.0%
RF vs SEDG
-77.6%
+172.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.2% | -0.2% |
| 7D | +1.3% | +8.9% | -7.6% | +0.6% |
| 30D | -3.6% | +0.9% | -4.5% | -3.8% |
| 3M | +8.1% | -53.2% | +61.3% | +13.5% |
| 6M | +11.5% | -9.9% | +21.3% | +9.2% |
| YTD | +15.6% | +18.5% | -3.0% | +9.8% |
| 1Y | +15.7% | +0.1% | +15.6% | +10.3% |
| All | +95.0% | -77.6% | +172.6% | +179.1% |
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