+157.1%
SPMO vs SEDG
-77.1%
+234.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.6% | +6.2% | +0.9% |
| 7D | -0.9% | +1.4% | -2.3% | -1.1% |
| 30D | -1.9% | +8.3% | -10.2% | -2.5% |
| 3M | -1.4% | -40.7% | +39.3% | +1.1% |
| 6M | +25.5% | -3.9% | +29.4% | +24.9% |
| YTD | +24.8% | +20.2% | +4.6% | +22.4% |
| 1Y | +24.5% | +17.6% | +6.9% | +21.7% |
| 3Y | +157.1% | -76.6% | +233.7% | +176.4% |
| All | +157.1% | -77.1% | +234.2% | +176.4% |
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