+89.8%
SPG vs SEDG
+70.6%
+19.2%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.2% | -1.1% |
| 7D | -2.4% | +8.9% | -11.3% | -3.3% |
| 30D | -6.8% | +0.9% | -7.7% | -7.1% |
| 3M | +2.7% | -53.2% | +55.9% | +9.2% |
| 6M | +5.5% | -9.9% | +15.3% | +2.4% |
| YTD | +15.7% | +18.5% | -2.8% | +8.0% |
| 1Y | +20.9% | +0.1% | +20.8% | +13.1% |
| 3Y | +112.4% | -78.9% | +191.3% | +123.2% |
| 5Y | +101.4% | -88.0% | +189.4% | +120.0% |
| 10Y | +60.6% | +97.5% | -36.8% | +26.2% |
| All | +89.8% | +70.6% | +19.2% | +46.0% |
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 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