+113.4%
SPG vs SEDG
+19.0%
+94.4%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | -0.1% |
| 7D | +2.0% | -13.3% | +15.3% | +3.4% |
| 30D | +17.2% | -21.9% | +39.1% | +19.8% |
| 3M | +6.3% | -25.9% | +32.2% | +8.8% |
| 6M | +18.7% | -44.2% | +62.9% | +21.9% |
| YTD | +30.1% | -17.3% | +47.4% | +25.3% |
| 1Y | +32.8% | -34.5% | +67.3% | +31.0% |
| 3Y | +133.6% | -66.7% | +200.3% | +126.2% |
| 5Y | +84.4% | -93.4% | +177.8% | +115.8% |
| 10Y | +114.3% | +78.7% | +35.7% | +71.6% |
| All | +113.4% | +19.0% | +94.4% | +69.3% |
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