+83.9%
ROKU vs SEDG
-77.1%
+161.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.6% | +6.2% | +1.1% |
| 7D | -0.4% | +1.4% | -1.8% | -0.6% |
| 30D | +2.1% | +8.3% | -6.2% | +1.0% |
| 3M | +29.5% | -40.7% | +70.2% | +34.9% |
| 6M | +53.8% | -3.9% | +57.7% | +48.8% |
| YTD | +42.8% | +20.2% | +22.6% | +33.0% |
| 1Y | +60.7% | +17.6% | +43.1% | +48.0% |
| 3Y | +83.9% | -76.6% | +160.5% | +122.1% |
| All | +83.9% | -77.1% | +161.0% | +122.1% |
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