+200.9%
SYF vs SEDG
+19.0%
+181.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +1.0% |
| 7D | -2.0% | -13.3% | +11.3% | -0.3% |
| 30D | +1.2% | -21.9% | +23.1% | +3.9% |
| 3M | -9.4% | -25.9% | +16.5% | -6.8% |
| 6M | +4.4% | -44.2% | +48.7% | +8.3% |
| YTD | -11.9% | -17.3% | +5.4% | -15.2% |
| 1Y | -0.4% | -34.5% | +34.1% | -1.3% |
| 3Y | +159.6% | -66.7% | +226.3% | +152.1% |
| 5Y | +60.9% | -93.4% | +154.3% | +94.2% |
| 10Y | +180.9% | +78.7% | +102.3% | +103.2% |
| All | +200.9% | +19.0% | +181.9% | +121.2% |
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