+225.6%
SO vs SEDG
+70.6%
+155.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -0.8% |
| 7D | -0.2% | +8.9% | -9.0% | -0.4% |
| 30D | -4.6% | +0.9% | -5.5% | -4.7% |
| 3M | -3.0% | -53.2% | +50.2% | -1.2% |
| 6M | -8.3% | -9.9% | +1.6% | -9.1% |
| YTD | +3.5% | +18.5% | -15.0% | +1.2% |
| 1Y | -0.9% | +0.1% | -1.0% | -3.0% |
| 3Y | +45.4% | -78.9% | +124.2% | +48.5% |
| 5Y | +59.6% | -88.0% | +147.6% | +64.8% |
| 10Y | +156.6% | +97.5% | +59.1% | +137.6% |
| All | +225.6% | +70.6% | +155.0% | +199.1% |
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