+44.6%
SMCI vs SEDG
-77.1%
+121.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -5.6% | +12.9% | +8.3% |
| 7D | +1.3% | +1.4% | -0.1% | +0.8% |
| 30D | +6.6% | +8.3% | -1.7% | +4.6% |
| 3M | +25.4% | -40.7% | +66.1% | +35.3% |
| 6M | +26.1% | -3.9% | +30.0% | +20.4% |
| YTD | +37.0% | +20.2% | +16.8% | +23.7% |
| 1Y | -8.8% | +17.6% | -26.4% | -19.3% |
| 3Y | +44.6% | -76.6% | +121.2% | +66.5% |
| All | +44.6% | -77.1% | +121.7% | +66.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling