+470.3%
SCHG vs SEDG
+73.0%
+397.4%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.6% | +6.5% | +1.4% |
| 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% | +9.8% |
| 6M | +14.4% | -3.9% | +18.3% | +11.1% |
| YTD | +8.0% | +20.2% | -12.2% | +1.4% |
| 1Y | +12.7% | +17.6% | -4.9% | +4.7% |
| 3Y | +85.6% | -76.6% | +162.2% | +92.4% |
| 5Y | +85.5% | -87.1% | +172.6% | +101.8% |
| 10Y | +456.0% | +105.5% | +350.6% | +333.5% |
| All | +470.3% | +73.0% | +397.4% | +341.7% |
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