+102.9%
T vs SEDG
-76.7%
+179.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.3% | +1.6% | -1.8% |
| 7D | -3.1% | +3.6% | -6.7% | -3.1% |
| 30D | +4.6% | +9.3% | -4.7% | +4.6% |
| 3M | +12.2% | -39.1% | +51.3% | +12.1% |
| 6M | -6.5% | +1.8% | -8.2% | -6.7% |
| YTD | +4.9% | +22.0% | -17.2% | +4.5% |
| 1Y | -10.5% | +17.2% | -27.7% | -10.9% |
| All | +102.9% | -76.7% | +179.6% | +108.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling