+47.9%
SW vs SEDG
-63.6%
+111.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.0% | -5.9% | -1.3% |
| 7D | +2.3% | -8.5% | +10.8% | +2.8% |
| 30D | +6.8% | -17.0% | +23.8% | +8.1% |
| 3M | -5.2% | -15.8% | +10.6% | -4.3% |
| 6M | +7.4% | -32.3% | +39.7% | +8.5% |
| YTD | +17.4% | -4.6% | +22.0% | +13.4% |
| 1Y | +27.1% | -29.2% | +56.3% | +25.5% |
| 3Y | +47.9% | -61.7% | +109.5% | +46.0% |
| All | +47.9% | -63.6% | +111.5% | +46.0% |
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