+426.1%
SGI vs SEDG
+81.7%
+344.4%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.5% | -7.0% | -1.4% |
| 7D | +9.3% | +12.1% | -2.8% | +7.4% |
| 30D | +6.9% | +14.7% | -7.8% | +4.4% |
| 3M | +2.8% | -43.0% | +45.9% | +9.7% |
| 6M | -12.6% | +9.0% | -21.6% | -18.1% |
| YTD | -21.5% | +26.3% | -47.8% | -29.1% |
| 1Y | -18.8% | +8.9% | -27.7% | -26.7% |
| 3Y | +60.8% | -75.5% | +136.4% | +67.4% |
| 5Y | +60.0% | -86.7% | +146.7% | +78.3% |
| 10Y | +267.8% | +110.6% | +157.3% | +173.3% |
| All | +426.1% | +81.7% | +344.4% | +291.1% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling