-13.6%
SOUN vs SEDG
-86.3%
+72.7%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.3% | +2.0% | -0.6% |
| 7D | -4.4% | +3.6% | -8.0% | -5.3% |
| 30D | -13.1% | +9.3% | -22.5% | -15.3% |
| 3M | -7.7% | -39.1% | +31.4% | +1.1% |
| 6M | -21.2% | +1.8% | -23.0% | -28.1% |
| YTD | -35.0% | +22.0% | -57.1% | -44.1% |
| 1Y | -56.4% | +17.2% | -73.6% | -62.7% |
| 3Y | +181.7% | -76.3% | +258.1% | +295.7% |
| All | -13.6% | -86.3% | +72.7% | +17.3% |
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