+109.0%
SPG vs SEDG
+80.7%
+28.3%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | -0.1% |
| 7D | +2.0% | -13.3% | +15.3% | +3.5% |
| 30D | +17.2% | -21.9% | +39.1% | +20.0% |
| 3M | +6.3% | -25.9% | +32.2% | +9.0% |
| 6M | +18.7% | -44.2% | +62.9% | +22.0% |
| YTD | +30.1% | -17.3% | +47.4% | +24.7% |
| 1Y | +32.8% | -34.5% | +67.3% | +30.7% |
| 3Y | +133.6% | -66.7% | +200.3% | +126.6% |
| 5Y | +84.4% | -93.4% | +177.8% | +123.7% |
| All | +109.0% | +80.7% | +28.3% | +52.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling