+428.5%
SGI vs SEDG
+70.6%
+357.9%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.3% |
| 7D | +8.5% | +8.9% | -0.3% | +7.2% |
| 30D | +0.7% | +0.9% | -0.2% | +0.3% |
| 3M | +0.6% | -53.2% | +53.8% | +10.5% |
| 6M | -17.9% | -9.9% | -8.1% | -20.8% |
| YTD | -21.2% | +18.5% | -39.7% | -28.1% |
| 1Y | -18.9% | +0.1% | -19.0% | -25.8% |
| 3Y | +52.6% | -78.9% | +131.5% | +63.1% |
| 5Y | +60.7% | -88.0% | +148.8% | +82.3% |
| 10Y | +278.1% | +97.5% | +180.6% | +183.8% |
| All | +428.5% | +70.6% | +357.9% | +296.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling