+2,941.1%
SHOP vs SEDG
+118.8%
+2,822.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.4% | -4.5% | -1.0% |
| 7D | -13.2% | +8.7% | -21.9% | -14.8% |
| 30D | -17.0% | +10.3% | -27.4% | -19.1% |
| 3M | +17.0% | -32.6% | +49.6% | +21.7% |
| 6M | -2.1% | -3.6% | +1.4% | -10.5% |
| YTD | -21.4% | +27.4% | -48.7% | -34.4% |
| 1Y | -11.0% | +24.9% | -35.9% | -27.2% |
| 3Y | +100.9% | -75.3% | +176.2% | +116.1% |
| 5Y | -14.7% | -86.3% | +71.6% | +9.4% |
| All | +2,941.1% | +118.8% | +2,822.3% | +1,734.2% |
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