+362.2%
RF vs SEDG
+29.0%
+333.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.5% | +5.7% | 0.0% |
| 7D | +0.3% | -21.4% | +21.7% | +3.0% |
| 30D | +6.2% | -19.7% | +25.9% | +8.5% |
| 3M | -7.8% | -19.7% | +11.9% | -6.2% |
| 6M | +5.9% | -37.4% | +43.3% | +8.0% |
| YTD | +9.0% | -10.4% | +19.4% | +4.2% |
| 1Y | +19.3% | -43.0% | +62.3% | +20.3% |
| 3Y | +116.4% | -63.6% | +180.1% | +109.3% |
| 5Y | +46.0% | -92.5% | +138.5% | +70.6% |
| 10Y | +239.8% | +86.0% | +153.8% | +140.6% |
| All | +362.2% | +29.0% | +333.2% | +235.5% |
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