+572.1%
SNPS vs SEDG
+118.8%
+453.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.4% | -3.4% | +0.4% |
| 7D | -4.6% | +8.7% | -13.3% | -5.7% |
| 30D | -3.3% | +10.3% | -13.7% | -4.9% |
| 3M | -13.8% | -32.6% | +18.9% | -10.7% |
| 6M | -8.2% | -3.6% | -4.6% | -11.9% |
| YTD | -15.4% | +27.4% | -42.8% | -22.9% |
| 1Y | +2.4% | +24.9% | -22.5% | -7.9% |
| 3Y | -13.5% | -75.3% | +61.8% | -8.9% |
| 5Y | +19.5% | -86.3% | +105.8% | +34.8% |
| All | +572.1% | +118.8% | +453.4% | +426.4% |
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