+262.1%
SAP vs SEDG
+70.6%
+191.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.2% | -2.1% | -1.0% |
| 7D | -2.9% | +8.9% | -11.8% | -3.5% |
| 30D | +9.0% | +0.9% | +8.1% | +8.8% |
| 3M | +14.9% | -53.2% | +68.2% | +20.3% |
| 6M | +11.9% | -9.9% | +21.8% | +9.3% |
| YTD | -9.9% | +18.5% | -28.4% | -14.6% |
| 1Y | -19.5% | +0.1% | -19.7% | -23.5% |
| 3Y | +61.8% | -78.9% | +140.7% | +68.2% |
| 5Y | +56.2% | -88.0% | +144.2% | +67.3% |
| 10Y | +180.6% | +97.5% | +83.1% | +121.6% |
| All | +262.1% | +70.6% | +191.6% | +194.8% |
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 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