+314.7%
SPY vs SEDG
+106.4%
+208.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.6% | +6.5% | +1.4% |
| 7D | -0.8% | +1.4% | -2.2% | -0.9% |
| 30D | -1.1% | +8.3% | -9.4% | -2.0% |
| 3M | +3.9% | -40.7% | +44.5% | +7.6% |
| 6M | +13.6% | -3.9% | +17.5% | +10.8% |
| YTD | +12.7% | +20.2% | -7.5% | +6.7% |
| 1Y | +17.5% | +17.6% | -0.1% | +10.2% |
| 3Y | +76.9% | -76.6% | +153.5% | +83.6% |
| 5Y | +83.6% | -87.1% | +170.7% | +97.4% |
| All | +314.7% | +106.4% | +208.3% | +227.0% |
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 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