+40.3%
RUN vs SEDG
+106.4%
-66.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.6% | +4.8% | +2.7% |
| 7D | -3.7% | +1.4% | -5.1% | -4.9% |
| 30D | -13.0% | +8.3% | -21.3% | -18.2% |
| 3M | -31.8% | -40.7% | +8.9% | -12.7% |
| 6M | -32.2% | -3.9% | -28.3% | -44.2% |
| YTD | -53.5% | +20.2% | -73.7% | -67.3% |
| 1Y | -46.5% | +17.6% | -64.1% | -64.4% |
| 3Y | -37.6% | -76.6% | +39.0% | +9.7% |
| 5Y | -80.9% | -87.1% | +6.2% | -47.8% |
| All | +40.3% | +106.4% | -66.1% | +1.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling