+179.5%
SW vs SEDG
+84.0%
+95.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -8.9% | +7.0% | -1.3% |
| 7D | -3.0% | -7.3% | +4.3% | -2.5% |
| 30D | +4.2% | -25.3% | +29.5% | +6.0% |
| 3M | -11.5% | -24.1% | +12.6% | -10.2% |
| 6M | +8.6% | -39.9% | +48.5% | +10.5% |
| YTD | +15.0% | -15.8% | +30.8% | +13.0% |
| 1Y | +25.7% | -42.9% | +68.5% | +26.6% |
| 3Y | +44.8% | -65.9% | +110.7% | +40.7% |
| 5Y | -1.7% | -93.3% | +91.6% | +2.1% |
| All | +179.5% | +84.0% | +95.5% | +176.8% |
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