+72.5%
SMR vs SEDG
-75.7%
+148.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +4.4% | -9.9% | -6.8% |
| 7D | +4.7% | +8.7% | -4.0% | +2.3% |
| 30D | +3.2% | +10.3% | -7.1% | +0.2% |
| 3M | +9.9% | -32.6% | +42.5% | +19.8% |
| 6M | -15.1% | -3.6% | -11.6% | -19.4% |
| YTD | -27.9% | +27.4% | -55.3% | -37.7% |
| 1Y | -70.2% | +24.9% | -95.2% | -74.2% |
| All | +72.5% | -75.7% | +148.2% | +270.3% |
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