+17.9%
SNPS vs SEDG
-87.1%
+105.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.3% | +3.7% | +0.7% |
| 7D | -5.5% | +3.6% | -9.1% | -5.9% |
| 30D | -4.5% | +9.3% | -13.8% | -5.7% |
| 3M | -15.5% | -39.1% | +23.6% | -11.7% |
| 6M | -10.1% | +1.8% | -11.9% | -14.1% |
| YTD | -16.3% | +22.0% | -38.3% | -22.6% |
| 1Y | -34.9% | +17.2% | -52.1% | -40.3% |
| 3Y | -14.4% | -76.3% | +62.0% | -0.4% |
| 5Y | +17.9% | -87.2% | +105.1% | +47.0% |
| All | +17.9% | -87.1% | +105.0% | +47.0% |
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