-14.4%
SLB vs SEDG
+84.0%
-98.4%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -8.9% | +8.8% | +0.9% |
| 7D | +2.6% | -7.3% | +9.8% | +3.4% |
| 30D | +4.4% | -25.3% | +29.7% | +7.6% |
| 3M | -2.7% | -24.1% | +21.4% | -0.3% |
| 6M | -7.5% | -39.9% | +32.4% | -5.1% |
| YTD | +34.8% | -15.8% | +50.6% | +30.5% |
| 1Y | +44.6% | -42.9% | +87.5% | +46.1% |
| 3Y | +3.2% | -65.9% | +69.0% | +0.1% |
| 5Y | +73.6% | -93.3% | +166.8% | +105.0% |
| All | -14.4% | +84.0% | -98.4% | -33.0% |
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 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