+176.5%
SHEL vs SEDG
+75.6%
+100.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.3% | +3.6% | +0.6% |
| 7D | +3.0% | +3.6% | -0.6% | +2.7% |
| 30D | +7.2% | +9.3% | -2.1% | +6.1% |
| 3M | +12.9% | -39.1% | +52.0% | +16.6% |
| 6M | +13.7% | +1.8% | +11.9% | +9.9% |
| YTD | +33.7% | +22.0% | +11.6% | +25.9% |
| 1Y | +37.9% | +17.2% | +20.7% | +28.7% |
| 3Y | +70.2% | -76.3% | +146.6% | +74.7% |
| 5Y | +192.3% | -87.2% | +279.6% | +209.8% |
| 10Y | +207.3% | +108.6% | +98.7% | +113.8% |
| All | +176.5% | +75.6% | +100.9% | +94.4% |
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