+66.9%
T vs SEDG
+118.8%
-51.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.4% | -2.8% | +1.5% |
| 7D | -2.4% | +8.7% | -11.2% | -2.7% |
| 30D | +4.3% | +10.3% | -6.0% | +3.9% |
| 3M | +11.6% | -32.6% | +44.2% | +12.4% |
| 6M | -5.6% | -3.6% | -2.0% | -6.6% |
| YTD | +6.6% | +27.4% | -20.8% | +4.0% |
| 1Y | -8.4% | +24.9% | -33.3% | -11.0% |
| 3Y | +107.8% | -75.3% | +183.2% | +113.6% |
| 5Y | +68.3% | -86.3% | +154.6% | +74.9% |
| All | +66.9% | +118.8% | -51.8% | +38.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling