+549.0%
SIMO vs SEDG
+118.8%
+430.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +4.4% | -8.9% | -5.1% |
| 7D | +12.5% | +8.7% | +3.8% | +11.3% |
| 30D | +18.4% | +10.3% | +8.1% | +16.7% |
| 3M | +5.6% | -32.6% | +38.2% | +10.4% |
| 6M | +116.9% | -3.6% | +120.5% | +113.5% |
| YTD | +188.4% | +27.4% | +161.0% | +172.3% |
| 1Y | +221.3% | +24.9% | +196.4% | +201.9% |
| 3Y | +438.6% | -75.3% | +513.9% | +460.8% |
| 5Y | +287.9% | -86.3% | +374.2% | +314.8% |
| All | +549.0% | +118.8% | +430.2% | +362.1% |
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