+134.2%
SPG vs SEDG
-65.3%
+199.5%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -8.9% | +8.4% | -0.1% |
| 7D | +3.1% | -7.3% | +10.4% | +3.4% |
| 30D | +16.4% | -25.3% | +41.8% | +17.7% |
| 3M | +7.1% | -24.1% | +31.2% | +8.0% |
| 6M | +16.1% | -39.9% | +56.0% | +16.7% |
| YTD | +30.4% | -15.8% | +46.2% | +27.4% |
| 1Y | +33.0% | -42.9% | +75.8% | +32.6% |
| All | +134.2% | -65.3% | +199.5% | +139.1% |
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 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