+412.0%
SN vs SEDG
-75.9%
+487.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.5% | -5.5% | +0.5% |
| 7D | +0.1% | +12.1% | -12.0% | -0.8% |
| 30D | -5.6% | +14.7% | -20.3% | -6.7% |
| 3M | +48.1% | -43.0% | +91.1% | +52.9% |
| 6M | +57.6% | +9.0% | +48.6% | +51.6% |
| YTD | +56.5% | +26.3% | +30.2% | +47.7% |
| 1Y | +52.6% | +8.9% | +43.6% | +44.2% |
| 3Y | +412.0% | -75.5% | +487.5% | +435.9% |
| All | +412.0% | -75.9% | +487.8% | +435.9% |
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