+174.2%
SEDG vs INVH
+75.4%
+98.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.1% | -5.6% | -5.6% |
| 7D | +1.4% | -3.0% | +4.4% | +3.1% |
| 30D | +8.3% | -7.5% | +15.8% | +13.0% |
| 3M | -40.7% | -5.5% | -35.1% | -39.2% |
| 6M | -3.9% | +11.7% | -15.6% | -12.5% |
| YTD | +20.2% | +1.3% | +18.9% | +15.5% |
| 1Y | +17.6% | -6.1% | +23.7% | +18.3% |
| 3Y | -76.6% | -9.8% | -66.8% | -76.1% |
| 5Y | -87.1% | -19.7% | -67.4% | -85.9% |
| All | +174.2% | +75.4% | +98.8% | +85.2% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 INVH 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