+432.7%
SN vs SEDG
-89.8%
+522.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -8.9% | +5.9% | -2.3% |
| 7D | +1.4% | -7.3% | +8.7% | +2.0% |
| 30D | +16.6% | -25.3% | +41.9% | +19.0% |
| 3M | +18.3% | -24.1% | +42.4% | +20.2% |
| 6M | +103.1% | -39.9% | +143.0% | +105.9% |
| YTD | +96.7% | -15.8% | +112.5% | +90.3% |
| 1Y | +134.3% | -42.9% | +177.2% | +134.9% |
| 3Y | +425.2% | -65.9% | +491.1% | +406.0% |
| All | +432.7% | -89.8% | +522.5% | +597.6% |
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