+125.1%
SRE vs SEDG
+75.6%
+49.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.8% | -0.4% |
| 7D | +1.5% | +3.6% | -2.2% | +1.3% |
| 30D | +0.8% | +9.3% | -8.5% | +0.3% |
| 3M | -5.8% | -39.1% | +33.3% | -4.0% |
| 6M | -7.8% | +1.8% | -9.6% | -9.7% |
| YTD | -2.4% | +22.0% | -24.4% | -5.8% |
| 1Y | +8.9% | +17.2% | -8.3% | +4.5% |
| 3Y | +31.1% | -76.3% | +107.4% | +34.4% |
| 5Y | +48.6% | -87.2% | +135.9% | +55.5% |
| 10Y | +126.1% | +108.6% | +17.5% | +91.8% |
| All | +125.1% | +75.6% | +49.5% | +87.9% |
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 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