-53.4%
S vs SEDG
-87.0%
+33.6%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.4% | -2.5% | +1.1% |
| 7D | +0.1% | +8.7% | -8.7% | -1.6% |
| 30D | -11.8% | +10.3% | -22.1% | -13.8% |
| 3M | +33.9% | -32.6% | +66.6% | +40.7% |
| 6M | +40.1% | -3.6% | +43.7% | +31.6% |
| YTD | +32.1% | +27.4% | +4.7% | +14.5% |
| 1Y | +11.0% | +24.9% | -13.9% | -5.8% |
| 3Y | +16.9% | -75.3% | +92.3% | +56.8% |
| 5Y | -68.9% | -86.3% | +17.4% | -50.9% |
| All | -53.4% | -87.0% | +33.6% | -24.2% |
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