+42.1%
RF vs SEDG
-92.0%
+134.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.0% | -5.4% | -0.8% |
| 7D | -0.9% | -8.5% | +7.5% | -0.3% |
| 30D | +6.0% | -17.0% | +23.1% | +7.6% |
| 3M | -8.9% | -15.8% | +6.9% | -8.0% |
| 6M | +2.3% | -32.3% | +34.6% | +3.1% |
| YTD | +7.6% | -4.6% | +12.2% | +2.9% |
| 1Y | +21.2% | -29.2% | +50.4% | +19.2% |
| 3Y | +108.5% | -61.7% | +170.2% | +112.3% |
| All | +42.1% | -92.0% | +134.2% | +83.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling