-42.2%
SNAP vs SEDG
-75.9%
+33.7%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.5% | -7.3% | -1.5% |
| 7D | +1.5% | +12.1% | -10.6% | 0.0% |
| 30D | +1.9% | +14.7% | -12.8% | -0.2% |
| 3M | -3.9% | -43.0% | +39.1% | +1.7% |
| 6M | +5.2% | +9.0% | -3.8% | +0.5% |
| YTD | -32.7% | +26.3% | -59.0% | -37.6% |
| 1Y | -24.8% | +8.9% | -33.7% | -29.8% |
| 3Y | -42.2% | -75.5% | +33.4% | -36.5% |
| All | -42.2% | -75.9% | +33.7% | -36.5% |
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