+226.8%
SOXX vs SEDG
-77.1%
+303.9%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -5.6% | +7.5% | +2.6% |
| 7D | +1.4% | +1.4% | 0.0% | +1.1% |
| 30D | -3.6% | +8.3% | -11.9% | -4.9% |
| 3M | -10.2% | -40.7% | +30.5% | -4.7% |
| 6M | +54.2% | -3.9% | +58.1% | +52.4% |
| YTD | +75.2% | +20.2% | +55.0% | +67.3% |
| 1Y | +107.5% | +17.6% | +89.9% | +96.8% |
| 3Y | +226.8% | -76.6% | +303.4% | +249.8% |
| All | +226.8% | -77.1% | +303.9% | +249.8% |
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