+32.1%
SNOW vs SEDG
-81.9%
+114.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.5% | -7.0% | -1.5% |
| 7D | +4.9% | +12.1% | -7.2% | +2.9% |
| 30D | +1.5% | +14.7% | -13.2% | -1.0% |
| 3M | +39.5% | -43.0% | +82.6% | +48.9% |
| 6M | +85.9% | +9.0% | +76.9% | +71.8% |
| YTD | +52.9% | +26.3% | +26.7% | +35.7% |
| 1Y | +48.1% | +8.9% | +39.2% | +31.7% |
| 3Y | +102.2% | -75.5% | +177.7% | +148.5% |
| 5Y | +5.5% | -86.7% | +92.2% | +53.5% |
| All | +32.1% | -81.9% | +114.0% | +61.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling