-53.8%
SNAP vs SEDG
-65.3%
+11.5%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -8.9% | +6.7% | -1.1% |
| 7D | +2.6% | -7.3% | +9.8% | +3.5% |
| 30D | -19.6% | -25.3% | +5.8% | -16.6% |
| 3M | +0.4% | -24.1% | +24.5% | +3.4% |
| 6M | -5.9% | -39.9% | +34.0% | -2.2% |
| YTD | -35.3% | -15.8% | -19.5% | -36.9% |
| 1Y | -42.6% | -42.9% | +0.3% | -41.2% |
| All | -53.8% | -65.3% | +11.5% | -55.9% |
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