+233.5%
SPOT vs SEDG
-77.1%
+310.6%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.6% | +6.4% | +0.9% |
| 7D | -3.1% | +1.4% | -4.5% | -3.1% |
| 30D | +7.4% | +8.3% | -0.9% | +7.2% |
| 3M | +8.2% | -40.7% | +48.8% | +8.9% |
| 6M | +2.2% | -3.9% | +6.1% | +1.5% |
| YTD | -9.5% | +20.2% | -29.7% | -11.1% |
| 1Y | -23.8% | +17.6% | -41.4% | -25.5% |
| 3Y | +233.5% | -76.6% | +310.1% | +253.4% |
| All | +233.5% | -77.1% | +310.6% | +253.4% |
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