+38.9%
S vs SEDG
-65.3%
+104.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -8.9% | +2.7% | -5.4% |
| 7D | +4.1% | -7.3% | +11.4% | +4.8% |
| 30D | -7.2% | -25.3% | +18.2% | -4.7% |
| 3M | 0.0% | -24.1% | +24.1% | +2.2% |
| 6M | +41.6% | -39.9% | +81.5% | +45.3% |
| YTD | +48.6% | -15.8% | +64.4% | +44.4% |
| 1Y | +30.0% | -42.9% | +72.9% | +31.4% |
| All | +38.9% | -65.3% | +104.2% | +67.9% |
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