+389.9%
RF vs SEDG
+70.6%
+319.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.2% | -0.2% |
| 7D | +1.3% | +8.9% | -7.6% | +0.3% |
| 30D | -3.6% | +0.9% | -4.5% | -4.0% |
| 3M | +8.1% | -53.2% | +61.3% | +16.1% |
| 6M | +11.5% | -9.9% | +21.3% | +8.3% |
| YTD | +15.6% | +18.5% | -3.0% | +7.5% |
| 1Y | +15.7% | +0.1% | +15.6% | +8.1% |
| 3Y | +86.9% | -78.9% | +165.8% | +99.1% |
| 5Y | +89.8% | -88.0% | +177.9% | +109.1% |
| 10Y | +344.7% | +97.5% | +247.2% | +213.7% |
| All | +389.9% | +70.6% | +319.3% | +246.1% |
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 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