+93.8%
SNOW vs SEDG
-75.7%
+169.5%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.4% | -4.9% | -0.7% |
| 7D | -7.5% | +8.7% | -16.2% | -7.9% |
| 30D | -1.3% | +10.3% | -11.7% | -1.9% |
| 3M | +37.4% | -32.6% | +70.1% | +39.1% |
| 6M | +88.1% | -3.6% | +91.6% | +85.4% |
| YTD | +50.3% | +27.4% | +22.9% | +45.2% |
| 1Y | +46.0% | +24.9% | +21.1% | +40.5% |
| All | +93.8% | -75.7% | +169.5% | +146.8% |
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 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