+171.9%
SAP vs SEDG
+106.4%
+65.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.6% | +5.8% | +0.6% |
| 7D | -4.1% | +1.4% | -5.5% | -4.2% |
| 30D | +1.1% | +8.3% | -7.2% | +0.3% |
| 3M | +26.1% | -40.7% | +66.8% | +29.7% |
| 6M | +9.8% | -3.9% | +13.7% | +6.6% |
| YTD | -13.6% | +20.2% | -33.8% | -18.4% |
| 1Y | -18.7% | +17.6% | -36.3% | -24.0% |
| 3Y | +54.1% | -76.6% | +130.7% | +60.0% |
| 5Y | +54.7% | -87.1% | +141.8% | +66.6% |
| All | +171.9% | +106.4% | +65.4% | +115.2% |
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