+306.7%
SIMO vs SEDG
-87.1%
+393.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.3% | +5.4% | +2.5% |
| 7D | +14.5% | +3.6% | +10.9% | +14.0% |
| 30D | +20.4% | +9.3% | +11.1% | +19.0% |
| 3M | +7.1% | -39.1% | +46.2% | +12.7% |
| 6M | +129.2% | +1.8% | +127.5% | +126.1% |
| YTD | +201.9% | +22.0% | +179.9% | +190.6% |
| 1Y | +235.5% | +17.2% | +218.3% | +222.9% |
| 3Y | +463.8% | -76.3% | +540.2% | +482.1% |
| 5Y | +306.7% | -87.2% | +393.9% | +336.0% |
| All | +306.7% | -87.1% | +393.8% | +336.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling