-0.2%
SCHG vs SEDG
-14.2%
+14.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -12.7% | +7.2% | -4.8% |
| 7D | -6.8% | -14.2% | +7.4% | -6.1% |
| 30D | -11.2% | -23.0% | +11.9% | -10.0% |
| 3M | -7.4% | -22.7% | +15.4% | -6.4% |
| 6M | -1.0% | -41.3% | +40.3% | +1.0% |
| YTD | +0.9% | -9.2% | +10.1% | -2.0% |
| 1Y | -0.2% | -36.1% | +36.0% | +1.1% |
| All | -0.2% | -14.2% | +14.0% | +1.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling