+352.2%
SPY vs SEDG
+70.6%
+281.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.5% |
| 7D | +0.1% | +8.9% | -8.8% | -0.7% |
| 30D | +0.1% | +0.9% | -0.8% | -0.2% |
| 3M | +2.0% | -53.2% | +55.2% | +7.7% |
| 6M | +13.0% | -9.9% | +22.9% | +10.9% |
| YTD | +13.5% | +18.5% | -5.0% | +7.9% |
| 1Y | +20.0% | +0.1% | +19.8% | +14.5% |
| 3Y | +77.2% | -78.9% | +156.1% | +84.4% |
| 5Y | +81.9% | -88.0% | +169.9% | +95.0% |
| 10Y | +314.1% | +97.5% | +216.6% | +224.5% |
| All | +352.2% | +70.6% | +281.6% | +251.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling