+71.5%
SHEL vs SEDG
-77.1%
+148.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.6% | +6.5% | +1.1% |
| 7D | +4.1% | +1.4% | +2.7% | +4.0% |
| 30D | +8.4% | +8.3% | +0.1% | +7.9% |
| 3M | +13.7% | -40.7% | +54.4% | +15.6% |
| 6M | +12.7% | -3.9% | +16.6% | +11.2% |
| YTD | +35.3% | +20.2% | +15.1% | +31.5% |
| 1Y | +39.4% | +17.6% | +21.8% | +34.9% |
| 3Y | +71.5% | -76.6% | +148.1% | +71.1% |
| All | +71.5% | -77.1% | +148.5% | +71.1% |
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 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