+52.3%
SO vs SEDG
-65.3%
+117.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -8.9% | +7.5% | -1.4% |
| 7D | -0.9% | -7.3% | +6.4% | -0.9% |
| 30D | +4.9% | -25.3% | +30.3% | +5.0% |
| 3M | +0.8% | -24.1% | +24.9% | +0.8% |
| 6M | +0.6% | -39.9% | +40.5% | +0.3% |
| YTD | +8.7% | -15.8% | +24.5% | +7.8% |
| 1Y | +4.0% | -42.9% | +46.8% | +3.6% |
| All | +52.3% | -65.3% | +117.6% | +51.7% |
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