+10.0%
S vs SEDG
-76.7%
+86.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.3% | +3.4% | +0.4% |
| 7D | -1.2% | +3.6% | -4.8% | -1.6% |
| 30D | -12.6% | +9.3% | -21.9% | -13.5% |
| 3M | +27.6% | -39.1% | +66.6% | +32.4% |
| 6M | +35.5% | +1.8% | +33.7% | +30.6% |
| YTD | +29.6% | +22.0% | +7.6% | +21.2% |
| 1Y | +8.1% | +17.2% | -9.1% | +0.7% |
| All | +10.0% | -76.7% | +86.8% | +48.4% |
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