+170.7%
SLV vs SEDG
+19.0%
+151.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.4% | -2.1% |
| 7D | -5.8% | -13.3% | +7.5% | -4.9% |
| 30D | -12.1% | -21.9% | +9.7% | -10.8% |
| 3M | -24.1% | -25.9% | +1.8% | -22.8% |
| 6M | -44.4% | -44.2% | -0.1% | -43.1% |
| YTD | -31.5% | -17.3% | -14.2% | -32.3% |
| 1Y | -6.9% | -34.5% | +27.6% | -6.7% |
| 3Y | +116.0% | -66.7% | +182.7% | +113.7% |
| 5Y | +88.4% | -93.4% | +181.8% | +105.0% |
| 10Y | +167.9% | +78.7% | +89.3% | +141.2% |
| All | +170.7% | +19.0% | +151.8% | +153.6% |
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