+447.8%
SCHG vs SEDG
+106.4%
+341.4%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.6% | +6.5% | +1.5% |
| 7D | -1.0% | +1.4% | -2.4% | -1.3% |
| 30D | -1.3% | +8.3% | -9.6% | -2.3% |
| 3M | +5.4% | -40.7% | +46.1% | +9.9% |
| 6M | +14.4% | -3.9% | +18.3% | +10.9% |
| YTD | +8.0% | +20.2% | -12.2% | +1.1% |
| 1Y | +12.7% | +17.6% | -4.9% | +4.3% |
| 3Y | +85.6% | -76.6% | +162.2% | +95.0% |
| 5Y | +85.5% | -87.1% | +172.6% | +105.4% |
| All | +447.8% | +106.4% | +341.4% | +330.4% |
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