+62.0%
SPG vs SEDG
+118.8%
-56.8%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.4% | -4.3% | -0.4% |
| 7D | -2.2% | +8.7% | -10.9% | -3.1% |
| 30D | -5.8% | +10.3% | -16.1% | -7.0% |
| 3M | -2.8% | -32.6% | +29.8% | -0.2% |
| 6M | +8.9% | -3.6% | +12.5% | +4.8% |
| YTD | +14.3% | +27.4% | -13.1% | +5.2% |
| 1Y | +19.5% | +24.9% | -5.4% | +8.2% |
| 3Y | +106.9% | -75.3% | +182.2% | +116.5% |
| 5Y | +108.7% | -86.3% | +195.0% | +128.7% |
| All | +62.0% | +118.8% | -56.8% | +15.0% |
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