-17.8%
SIMO vs SEDG
-18.6%
+0.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +3.1% | +5.5% | +7.4% |
| 7D | +0.9% | -11.2% | +12.1% | +5.8% |
| 30D | -25.4% | -15.3% | -10.1% | -20.7% |
| 3M | -17.8% | -19.9% | +2.2% | -13.8% |
| All | -17.8% | -18.6% | +0.8% | -13.8% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling