-92.7%
SNAP vs SEDG
-87.2%
-5.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.5% | -7.3% | -2.1% |
| 7D | +1.5% | +12.1% | -10.6% | -0.9% |
| 30D | +1.9% | +14.7% | -12.8% | -1.5% |
| 3M | -3.9% | -43.0% | +39.1% | +5.3% |
| 6M | +5.2% | +9.0% | -3.8% | -3.6% |
| YTD | -32.7% | +26.3% | -59.0% | -41.4% |
| 1Y | -24.8% | +8.9% | -33.7% | -34.2% |
| 3Y | -42.2% | -75.5% | +33.4% | -28.8% |
| 5Y | -92.7% | -86.7% | -6.0% | -89.8% |
| All | -92.7% | -87.2% | -5.5% | -89.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling