+85.6%
SYF vs SEDG
-87.1%
+172.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.3% | +1.7% | -1.3% |
| 7D | -1.3% | +3.6% | -4.9% | -1.7% |
| 30D | -1.1% | +9.3% | -10.4% | -2.1% |
| 3M | +7.4% | -39.1% | +46.5% | +11.2% |
| 6M | +16.2% | +1.8% | +14.4% | +12.1% |
| YTD | -6.1% | +22.0% | -28.2% | -11.7% |
| 1Y | +3.4% | +17.2% | -13.8% | -3.5% |
| 3Y | +162.9% | -76.3% | +239.2% | +192.4% |
| 5Y | +85.6% | -87.2% | +172.8% | +117.4% |
| All | +85.6% | -87.1% | +172.7% | +117.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling