+82.0%
SPY vs SEDG
-86.8%
+168.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.4% | -5.0% | -0.9% |
| 7D | -2.0% | +8.7% | -10.7% | -2.6% |
| 30D | -1.7% | +10.3% | -12.0% | -2.5% |
| 3M | +4.7% | -32.6% | +37.4% | +6.8% |
| 6M | +12.5% | -3.6% | +16.1% | +10.3% |
| YTD | +11.7% | +27.4% | -15.7% | +6.4% |
| 1Y | +17.5% | +24.9% | -7.4% | +11.0% |
| 3Y | +76.6% | -75.3% | +151.9% | +90.0% |
| 5Y | +82.0% | -86.3% | +168.3% | +102.9% |
| All | +82.0% | -86.8% | +168.8% | +102.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling