+4,437.5%
SITM vs SEDG
-55.4%
+4,492.9%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.3% | +1.8% | -0.6% |
| 7D | +3.7% | +3.6% | +0.1% | +2.6% |
| 30D | -14.5% | +9.3% | -23.8% | -17.2% |
| 3M | -10.6% | -39.1% | +28.5% | +0.5% |
| 6M | +65.5% | +1.8% | +63.7% | +52.8% |
| YTD | +67.0% | +22.0% | +45.0% | +44.0% |
| 1Y | +138.6% | +17.2% | +121.4% | +99.9% |
| 3Y | +421.8% | -76.3% | +498.2% | +510.6% |
| 5Y | +172.4% | -87.2% | +259.7% | +279.9% |
| All | +4,437.5% | -55.4% | +4,492.9% | +5,164.5% |
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 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