+1,817.6%
SMH vs SEDG
+106.4%
+1,711.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.6% | +7.1% | +2.4% |
| 7D | +0.3% | +1.4% | -1.1% | -0.1% |
| 30D | -2.8% | +8.3% | -11.1% | -4.5% |
| 3M | -6.7% | -40.7% | +33.9% | +0.3% |
| 6M | +41.8% | -3.9% | +45.7% | +36.9% |
| YTD | +57.9% | +20.2% | +37.7% | +44.9% |
| 1Y | +87.6% | +17.6% | +70.0% | +69.6% |
| 3Y | +282.9% | -76.6% | +359.5% | +312.7% |
| 5Y | +330.4% | -87.1% | +417.5% | +401.7% |
| All | +1,817.6% | +106.4% | +1,711.2% | +1,305.9% |
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