-78.3%
SNAP vs SEDG
+149.7%
-228.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.3% | +1.1% | -1.6% |
| 7D | -5.0% | +3.6% | -8.6% | -5.7% |
| 30D | -0.7% | +9.3% | -10.1% | -3.0% |
| 3M | -5.0% | -39.1% | +34.1% | +2.4% |
| 6M | +3.5% | +1.8% | +1.7% | -3.1% |
| YTD | -34.2% | +22.0% | -56.2% | -41.6% |
| 1Y | -27.1% | +17.2% | -44.3% | -36.3% |
| 3Y | -43.5% | -76.3% | +32.9% | -39.9% |
| 5Y | -92.9% | -87.2% | -5.6% | -91.3% |
| All | -78.3% | +149.7% | -228.0% | -83.4% |
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