-5.9%
SLB vs SEDG
+118.8%
-124.6%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.4% | -6.2% | -2.3% |
| 7D | -2.4% | +8.7% | -11.2% | -3.4% |
| 30D | +4.9% | +10.3% | -5.4% | +3.5% |
| 3M | +1.4% | -32.6% | +34.0% | +4.4% |
| 6M | +17.6% | -3.6% | +21.2% | +13.8% |
| YTD | +48.3% | +27.4% | +20.9% | +37.6% |
| 1Y | +58.7% | +24.9% | +33.8% | +45.2% |
| 3Y | +0.6% | -75.3% | +75.9% | +3.8% |
| 5Y | +133.6% | -86.3% | +219.9% | +149.9% |
| All | -5.9% | +118.8% | -124.6% | -29.3% |
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