+68.4%
SAP vs SEDG
-65.9%
+134.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +0.4% |
| 7D | +0.6% | -13.3% | +13.9% | +0.8% |
| 30D | +6.5% | -21.9% | +28.4% | +6.9% |
| 3M | +12.2% | -25.9% | +38.1% | +12.6% |
| 6M | +46.1% | -44.2% | +90.3% | +46.5% |
| YTD | -1.6% | -17.3% | +15.7% | -3.6% |
| 1Y | -5.1% | -34.5% | +29.4% | -6.2% |
| 3Y | +68.4% | -66.7% | +135.1% | +66.8% |
| All | +68.4% | -65.9% | +134.3% | +66.8% |
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