+29.6%
SNOW vs SEDG
-82.8%
+112.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.6% | +5.4% | +0.6% |
| 7D | -2.4% | +1.4% | -3.8% | -2.7% |
| 30D | -1.0% | +8.3% | -9.3% | -2.6% |
| 3M | +36.9% | -40.7% | +77.5% | +45.2% |
| 6M | +83.4% | -3.9% | +87.3% | +73.5% |
| YTD | +50.0% | +20.2% | +29.8% | +34.0% |
| 1Y | +46.5% | +17.6% | +28.9% | +28.2% |
| 3Y | +93.3% | -76.6% | +169.9% | +139.0% |
| 5Y | +3.3% | -87.1% | +90.4% | +50.5% |
| All | +29.6% | -82.8% | +112.3% | +59.8% |
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 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