+290.0%
SHW vs SEDG
+81.7%
+208.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +6.5% | -8.8% | -2.8% |
| 7D | -1.2% | +12.1% | -13.3% | -2.1% |
| 30D | -11.6% | +14.7% | -26.3% | -12.7% |
| 3M | +9.1% | -43.0% | +52.1% | +12.8% |
| 6M | -0.7% | +9.0% | -9.7% | -4.4% |
| YTD | +1.4% | +26.3% | -24.9% | -4.3% |
| 1Y | -12.3% | +8.9% | -21.2% | -17.1% |
| 3Y | +23.4% | -75.5% | +98.9% | +25.4% |
| 5Y | +15.0% | -86.7% | +101.7% | +20.7% |
| 10Y | +278.3% | +110.6% | +167.7% | +200.7% |
| All | +290.0% | +81.7% | +208.3% | +212.3% |
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