+252.8%
SPOT vs SEDG
-37.1%
+289.9%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.6% | +6.4% | +1.5% |
| 7D | -3.1% | +1.4% | -4.5% | -3.3% |
| 30D | +7.4% | +8.3% | -0.9% | +5.9% |
| 3M | +8.2% | -40.7% | +48.8% | +13.4% |
| 6M | +2.2% | -3.9% | +6.1% | -2.4% |
| YTD | -9.5% | +20.2% | -29.7% | -18.0% |
| 1Y | -23.8% | +17.6% | -41.4% | -32.4% |
| 3Y | +233.5% | -76.6% | +310.1% | +261.8% |
| 5Y | +112.2% | -87.1% | +199.3% | +155.9% |
| All | +252.8% | -37.1% | +289.9% | +185.2% |
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