+831.4%
SIMO vs SEDG
+33.0%
+798.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +3.1% | +5.5% | +8.2% |
| 7D | +0.9% | -11.2% | +12.1% | +2.7% |
| 30D | -25.4% | -15.3% | -10.1% | -23.6% |
| 3M | -17.8% | -19.9% | +2.2% | -15.5% |
| 6M | -29.6% | -36.2% | +6.6% | -26.0% |
| YTD | +100.3% | -7.6% | +107.9% | +97.2% |
| 1Y | +100.4% | -40.3% | +140.7% | +107.4% |
| 3Y | +246.1% | -62.5% | +308.6% | +241.9% |
| 5Y | +189.8% | -92.6% | +282.4% | +235.3% |
| 10Y | +434.6% | +99.8% | +334.8% | +288.2% |
| All | +831.4% | +33.0% | +798.4% | +554.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling