+196.4%
SO vs SEDG
+80.7%
+115.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.8% | +3.0% | +1.3% |
| 7D | +1.4% | -13.3% | +14.7% | +1.8% |
| 30D | +4.7% | -21.9% | +26.6% | +5.5% |
| 3M | +1.7% | -25.9% | +27.6% | +2.5% |
| 6M | +2.2% | -44.2% | +46.4% | +3.0% |
| YTD | +10.0% | -17.3% | +27.3% | +8.3% |
| 1Y | +6.0% | -34.5% | +40.6% | +5.4% |
| 3Y | +54.1% | -66.7% | +120.8% | +52.9% |
| 5Y | +79.6% | -93.4% | +173.1% | +93.3% |
| All | +196.4% | +80.7% | +115.7% | +174.2% |
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