+293.4%
SN vs SEDG
-84.6%
+378.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +4.4% | -8.3% | -4.3% |
| 7D | -7.2% | +8.7% | -15.9% | -7.9% |
| 30D | -13.4% | +10.3% | -23.7% | -14.2% |
| 3M | +26.8% | -32.6% | +59.4% | +29.4% |
| 6M | +44.6% | -3.6% | +48.2% | +40.5% |
| YTD | +45.3% | +27.4% | +17.9% | +36.6% |
| 1Y | +40.1% | +24.9% | +15.2% | +30.2% |
| 3Y | +375.3% | -75.3% | +450.6% | +422.3% |
| All | +293.4% | -84.6% | +378.0% | +400.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling