+114.7%
SMTC vs SEDG
-86.8%
+201.4%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +4.4% | -7.3% | -3.8% |
| 7D | +17.5% | +8.7% | +8.8% | +15.5% |
| 30D | +21.3% | +10.3% | +11.0% | +18.5% |
| 3M | +3.1% | -32.6% | +35.8% | +10.8% |
| 6M | +81.7% | -3.6% | +85.3% | +76.6% |
| YTD | +115.9% | +27.4% | +88.6% | +96.6% |
| 1Y | +157.8% | +24.9% | +132.9% | +131.6% |
| 3Y | +557.3% | -75.3% | +632.6% | +689.2% |
| 5Y | +114.7% | -86.3% | +201.0% | +184.6% |
| All | +114.7% | -86.8% | +201.4% | +184.6% |
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 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