+553.4%
SE vs SEDG
+13.9%
+539.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.6% | +4.3% | -0.3% |
| 7D | -5.2% | +1.4% | -6.6% | -5.5% |
| 30D | -17.1% | +8.3% | -25.4% | -18.7% |
| 3M | +24.0% | -40.7% | +64.6% | +32.8% |
| 6M | +21.0% | -3.9% | +24.9% | +12.8% |
| YTD | -16.7% | +20.2% | -36.9% | -27.4% |
| 1Y | -45.9% | +17.6% | -63.5% | -54.1% |
| 3Y | +177.8% | -76.6% | +254.4% | +203.2% |
| 5Y | -67.4% | -87.1% | +19.7% | -57.8% |
| All | +553.4% | +13.9% | +539.5% | +394.2% |
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