+188.8%
SHEL vs SEDG
-87.2%
+275.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +7.8% |
| 3M | +13.7% | -40.7% | +54.4% | +16.2% |
| 6M | +12.7% | -3.9% | +16.6% | +10.8% |
| YTD | +35.3% | +20.2% | +15.1% | +30.5% |
| 1Y | +39.4% | +17.6% | +21.8% | +33.6% |
| 3Y | +71.5% | -76.6% | +148.1% | +76.1% |
| All | +188.8% | -87.2% | +275.9% | +209.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling