+125.0%
SU vs SEDG
-77.1%
+202.1%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.6% | +5.5% | +0.1% |
| 7D | +2.2% | +1.4% | +0.8% | +2.1% |
| 30D | +8.4% | +8.3% | +0.1% | +7.9% |
| 3M | +12.1% | -40.7% | +52.7% | +14.3% |
| 6M | +19.7% | -3.9% | +23.6% | +18.2% |
| YTD | +58.4% | +20.2% | +38.2% | +54.0% |
| 1Y | +67.2% | +17.6% | +49.6% | +61.8% |
| 3Y | +125.0% | -76.6% | +201.6% | +112.0% |
| All | +125.0% | -77.1% | +202.1% | +112.0% |
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 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