-14.6%
SHOP vs SEDG
-87.3%
+72.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -3.3% | -2.1% | -4.9% |
| 7D | -10.6% | +3.6% | -14.2% | -11.3% |
| 30D | -18.3% | +9.3% | -27.6% | -19.9% |
| 3M | +14.8% | -39.1% | +53.9% | +21.2% |
| 6M | -5.0% | +1.8% | -6.8% | -14.0% |
| YTD | -21.2% | +22.0% | -43.3% | -33.1% |
| 1Y | -11.6% | +17.2% | -28.8% | -26.0% |
| 3Y | +101.2% | -76.3% | +177.6% | +171.9% |
| All | -14.6% | -87.3% | +72.8% | +40.5% |
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