-47.8%
S vs SEDG
-91.6%
+43.8%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | -0.1% |
| 7D | +2.0% | -13.3% | +15.3% | +4.8% |
| 30D | -2.7% | -21.9% | +19.1% | +1.6% |
| 3M | -6.9% | -25.9% | +19.0% | -2.5% |
| 6M | +38.1% | -44.2% | +82.3% | +46.3% |
| YTD | +48.0% | -17.3% | +65.3% | +38.4% |
| 1Y | +34.5% | -34.5% | +69.0% | +32.1% |
| 3Y | +38.3% | -66.7% | +105.0% | +45.8% |
| 5Y | -70.9% | -93.4% | +22.5% | -46.5% |
| All | -47.8% | -91.6% | +43.8% | -8.3% |
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