+241.7%
SO vs SEDG
+21.1%
+220.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -8.9% | +7.5% | -1.2% |
| 7D | -0.9% | -7.3% | +6.4% | -0.7% |
| 30D | +4.9% | -25.3% | +30.3% | +5.8% |
| 3M | +0.8% | -24.1% | +24.9% | +1.4% |
| 6M | +0.6% | -39.9% | +40.5% | +1.1% |
| YTD | +8.7% | -15.8% | +24.5% | +7.2% |
| 1Y | +4.0% | -42.9% | +46.8% | +3.9% |
| 3Y | +50.6% | -65.9% | +116.4% | +49.0% |
| 5Y | +77.5% | -93.3% | +170.8% | +87.5% |
| 10Y | +192.0% | +81.9% | +110.0% | +172.5% |
| All | +241.7% | +21.1% | +220.5% | +216.7% |
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 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