-78.7%
SNAP vs SEDG
+72.3%
-150.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -8.9% | +6.7% | -0.5% |
| 7D | +2.6% | -7.3% | +9.8% | +4.0% |
| 30D | -19.6% | -25.3% | +5.8% | -15.0% |
| 3M | +0.4% | -24.1% | +24.5% | +4.8% |
| 6M | -5.9% | -39.9% | +34.0% | -0.9% |
| YTD | -35.3% | -15.8% | -19.5% | -38.6% |
| 1Y | -42.6% | -42.9% | +0.3% | -41.1% |
| 3Y | -53.9% | -65.9% | +12.0% | -56.3% |
| 5Y | -90.3% | -93.3% | +3.0% | -86.7% |
| All | -78.7% | +72.3% | -150.9% | -82.6% |
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