+440.1%
SIMO vs SEDG
-75.7%
+515.8%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +4.4% | -8.9% | -5.0% |
| 7D | +12.5% | +8.7% | +3.8% | +11.3% |
| 30D | +18.4% | +10.3% | +8.1% | +16.8% |
| 3M | +5.6% | -32.6% | +38.2% | +9.9% |
| 6M | +116.9% | -3.6% | +120.5% | +115.7% |
| YTD | +188.4% | +27.4% | +161.0% | +176.9% |
| 1Y | +221.3% | +24.9% | +196.4% | +208.4% |
| All | +440.1% | -75.7% | +515.8% | +474.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling