+11.1%
SMR vs SEDG
-88.4%
+99.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +6.5% | +8.7% | +13.5% |
| 7D | +21.4% | +12.1% | +9.3% | +17.9% |
| 30D | +13.8% | +14.7% | -0.9% | +9.7% |
| 3M | +3.9% | -43.0% | +46.9% | +18.0% |
| 6M | -4.2% | +9.0% | -13.2% | -11.7% |
| YTD | -21.1% | +26.3% | -47.4% | -30.7% |
| 1Y | -67.1% | +8.9% | -76.0% | -70.2% |
| 3Y | +88.9% | -75.5% | +164.4% | +125.1% |
| All | +11.1% | -88.4% | +99.6% | +44.6% |
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