+295.5%
SAP vs SEDG
+19.0%
+276.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +0.5% |
| 7D | +0.6% | -13.3% | +13.9% | +1.6% |
| 30D | +6.5% | -21.9% | +28.4% | +8.1% |
| 3M | +12.2% | -25.9% | +38.1% | +14.0% |
| 6M | +46.1% | -44.2% | +90.3% | +48.8% |
| YTD | -1.6% | -17.3% | +15.7% | -4.7% |
| 1Y | -5.1% | -34.5% | +29.4% | -6.4% |
| 3Y | +68.4% | -66.7% | +135.1% | +63.7% |
| 5Y | +79.4% | -93.4% | +172.8% | +101.7% |
| 10Y | +230.5% | +78.7% | +151.8% | +162.3% |
| All | +295.5% | +19.0% | +276.5% | +228.9% |
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