+262.8%
SGI vs SEDG
+106.4%
+156.3%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.6% | +6.6% | +1.9% |
| 7D | -4.5% | +1.4% | -5.9% | -4.8% |
| 30D | +4.2% | +8.3% | -4.1% | +2.5% |
| 3M | -7.4% | -40.7% | +33.2% | -1.5% |
| 6M | -15.1% | -3.9% | -11.1% | -19.1% |
| YTD | -24.7% | +20.2% | -44.9% | -32.1% |
| 1Y | -21.8% | +17.6% | -39.4% | -31.2% |
| 3Y | +50.0% | -76.6% | +126.7% | +60.2% |
| 5Y | +48.9% | -87.1% | +136.0% | +70.7% |
| All | +262.8% | +106.4% | +156.3% | +146.6% |
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