+141.2%
SW vs SEDG
+30.7%
+110.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -12.7% | +11.2% | -0.7% |
| 7D | +4.7% | -14.2% | +18.9% | +5.5% |
| 30D | +5.0% | -23.0% | +28.0% | +6.5% |
| 3M | -7.3% | -22.7% | +15.4% | -6.2% |
| 6M | +15.0% | -41.3% | +56.3% | +16.9% |
| YTD | +18.5% | -9.2% | +27.7% | +16.2% |
| 1Y | +27.1% | -36.1% | +63.3% | +27.1% |
| 3Y | +49.3% | -65.3% | +114.7% | +45.2% |
| 5Y | -1.6% | -92.4% | +90.7% | +0.8% |
| 10Y | +185.4% | +91.2% | +94.1% | +168.1% |
| All | +141.2% | +30.7% | +110.5% | +112.6% |
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