+4,789.7%
SITM vs SEDG
-56.1%
+4,845.8%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -5.6% | +11.2% | +7.1% |
| 7D | +3.9% | +1.4% | +2.4% | +3.2% |
| 30D | -6.6% | +8.3% | -14.9% | -9.4% |
| 3M | -11.9% | -40.7% | +28.8% | -0.4% |
| 6M | +81.1% | -3.9% | +85.0% | +70.1% |
| YTD | +80.0% | +20.2% | +59.8% | +55.6% |
| 1Y | +145.8% | +17.6% | +128.2% | +105.3% |
| 3Y | +475.9% | -76.6% | +552.5% | +574.5% |
| 5Y | +189.2% | -87.1% | +276.3% | +300.7% |
| All | +4,789.7% | -56.1% | +4,845.8% | +5,588.5% |
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