+264.2%
SLV vs SEDG
+81.7%
+182.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +6.5% | -7.3% | -1.2% |
| 7D | +2.5% | +12.1% | -9.6% | +1.7% |
| 30D | +3.3% | +14.7% | -11.5% | +2.1% |
| 3M | -3.6% | -43.0% | +39.4% | -0.6% |
| 6M | -21.8% | +9.0% | -30.9% | -24.0% |
| YTD | -7.8% | +26.3% | -34.1% | -11.3% |
| 1Y | +58.3% | +8.9% | +49.3% | +52.7% |
| 3Y | +182.6% | -75.5% | +258.1% | +186.6% |
| 5Y | +167.8% | -86.7% | +254.5% | +177.6% |
| 10Y | +218.9% | +110.6% | +108.3% | +181.5% |
| All | +264.2% | +81.7% | +182.5% | +232.2% |
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