+388.8%
SIMO vs SEDG
+80.7%
+308.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.8% | -3.8% | -5.3% |
| 7D | +4.1% | -13.3% | +17.4% | +6.2% |
| 30D | -24.0% | -21.9% | -2.1% | -21.3% |
| 3M | -31.8% | -25.9% | -5.9% | -29.1% |
| 6M | -36.9% | -44.2% | +7.4% | -32.3% |
| YTD | +84.8% | -17.3% | +102.2% | +84.7% |
| 1Y | +99.0% | -34.5% | +133.5% | +104.3% |
| 3Y | +217.9% | -66.7% | +284.6% | +220.0% |
| 5Y | +171.5% | -93.4% | +264.9% | +223.7% |
| All | +388.8% | +80.7% | +308.1% | +253.6% |
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