+363.5%
SE vs SEDG
-21.7%
+385.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +2.9% | +1.5% |
| 7D | -0.5% | -13.3% | +12.8% | +2.0% |
| 30D | -20.9% | -21.9% | +0.9% | -17.8% |
| 3M | -38.9% | -25.9% | -13.0% | -36.3% |
| 6M | -19.4% | -44.2% | +24.8% | -15.3% |
| YTD | -40.9% | -17.3% | -23.6% | -45.3% |
| 1Y | -46.2% | -34.5% | -11.7% | -47.8% |
| 3Y | +63.7% | -66.7% | +130.4% | +50.9% |
| 5Y | -77.9% | -93.4% | +15.5% | -66.9% |
| All | +363.5% | -21.7% | +385.1% | +272.3% |
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