-54.3%
S vs SEDG
-87.6%
+33.3%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.3% | +3.4% | +0.7% |
| 7D | -1.2% | +3.6% | -4.8% | -2.0% |
| 30D | -12.6% | +9.3% | -21.9% | -14.4% |
| 3M | +27.6% | -39.1% | +66.6% | +36.7% |
| 6M | +35.5% | +1.8% | +33.7% | +25.5% |
| YTD | +29.6% | +22.0% | +7.6% | +13.2% |
| 1Y | +8.1% | +17.2% | -9.1% | -7.1% |
| 3Y | +14.8% | -76.3% | +91.1% | +55.1% |
| 5Y | -70.6% | -87.2% | +16.7% | -52.8% |
| All | -54.3% | -87.6% | +33.3% | -25.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling