+355.9%
RF vs SEDG
+37.2%
+318.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.0% | -5.4% | -0.9% |
| 7D | -0.9% | -8.5% | +7.5% | -0.1% |
| 30D | +6.0% | -17.0% | +23.1% | +8.0% |
| 3M | -8.9% | -15.8% | +6.9% | -7.8% |
| 6M | +2.3% | -32.3% | +34.6% | +3.4% |
| YTD | +7.6% | -4.6% | +12.2% | +2.1% |
| 1Y | +21.2% | -29.2% | +50.4% | +18.9% |
| 3Y | +108.5% | -61.7% | +170.2% | +100.5% |
| 5Y | +43.2% | -92.0% | +135.2% | +66.2% |
| 10Y | +288.1% | +100.8% | +187.3% | +172.2% |
| All | +355.9% | +37.2% | +318.7% | +228.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling