+280.4%
SHW vs SEDG
+106.4%
+174.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -5.6% | +7.5% | +2.3% |
| 7D | -3.1% | +1.4% | -4.5% | -3.3% |
| 30D | -10.0% | +8.3% | -18.3% | -10.8% |
| 3M | +2.3% | -40.7% | +42.9% | +5.5% |
| 6M | +0.7% | -3.9% | +4.6% | -2.2% |
| YTD | +0.5% | +20.2% | -19.7% | -5.1% |
| 1Y | -11.5% | +17.6% | -29.1% | -17.4% |
| 3Y | +21.3% | -76.6% | +97.9% | +24.9% |
| 5Y | +12.5% | -87.1% | +99.6% | +19.8% |
| All | +280.4% | +106.4% | +174.0% | +198.8% |
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