+231.3%
SYF vs SEDG
+70.6%
+160.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.1% |
| 7D | +2.4% | +8.9% | -6.5% | +1.3% |
| 30D | +0.8% | +0.9% | 0.0% | +0.5% |
| 3M | +13.4% | -53.2% | +66.6% | +22.5% |
| 6M | +16.3% | -9.9% | +26.2% | +12.9% |
| YTD | -3.0% | +18.5% | -21.6% | -10.1% |
| 1Y | +5.7% | +0.1% | +5.6% | -1.4% |
| 3Y | +160.1% | -78.9% | +239.0% | +177.3% |
| 5Y | +88.5% | -88.0% | +176.5% | +109.7% |
| 10Y | +263.1% | +97.5% | +165.6% | +158.2% |
| All | +231.3% | +70.6% | +160.7% | +134.5% |
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