-14.4%
SMR vs SEDG
-89.0%
+74.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -5.6% | -10.0% | -14.2% |
| 7D | -11.2% | +1.4% | -12.6% | -11.3% |
| 30D | -10.2% | +8.3% | -18.5% | -12.1% |
| 3M | -10.0% | -40.7% | +30.6% | +1.2% |
| 6M | -30.5% | -3.9% | -26.5% | -33.4% |
| YTD | -39.2% | +20.2% | -59.4% | -45.9% |
| 1Y | -75.5% | +17.6% | -93.1% | -78.1% |
| 3Y | +45.4% | -76.6% | +122.0% | +75.8% |
| All | -14.4% | -89.0% | +74.6% | +13.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling