+601.8%
SMTC vs SEDG
-76.7%
+678.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.3% | +4.2% | +1.4% |
| 7D | +22.5% | +3.6% | +18.9% | +21.8% |
| 30D | +24.9% | +9.3% | +15.6% | +22.6% |
| 3M | +4.1% | -39.1% | +43.2% | +12.8% |
| 6M | +92.6% | +1.8% | +90.8% | +87.5% |
| YTD | +122.5% | +22.0% | +100.4% | +108.9% |
| 1Y | +166.2% | +17.2% | +149.0% | +148.7% |
| All | +601.8% | -76.7% | +678.5% | +860.8% |
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