+182.3%
SW vs SEDG
+94.7%
+87.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.1% | -3.9% | -1.0% |
| 7D | -2.6% | -11.2% | +8.6% | -1.9% |
| 30D | +7.2% | -15.3% | +22.5% | +8.2% |
| 3M | -10.5% | -19.9% | +9.5% | -9.5% |
| 6M | +9.9% | -36.2% | +46.1% | +11.3% |
| YTD | +17.2% | -7.6% | +24.8% | +14.5% |
| 1Y | +26.5% | -40.3% | +66.8% | +27.1% |
| 3Y | +47.7% | -62.5% | +110.2% | +42.6% |
| 5Y | +0.2% | -92.6% | +92.8% | +3.4% |
| 10Y | +182.3% | +99.8% | +82.5% | +179.2% |
| All | +182.3% | +94.7% | +87.6% | +179.2% |
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