+181.6%
SE vs SEDG
-75.7%
+257.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.4% | -5.3% | -1.1% |
| 7D | -4.8% | +8.7% | -13.5% | -5.1% |
| 30D | -18.1% | +10.3% | -28.4% | -18.5% |
| 3M | +30.6% | -32.6% | +63.2% | +31.8% |
| 6M | +20.8% | -3.6% | +24.3% | +19.2% |
| YTD | -15.6% | +27.4% | -43.0% | -18.3% |
| 1Y | -44.2% | +24.9% | -69.1% | -46.2% |
| All | +181.6% | -75.7% | +257.3% | +198.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling