+57.8%
T vs SEDG
-93.5%
+151.3%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | 0.0% |
| 7D | +2.5% | -13.3% | +15.8% | +2.6% |
| 30D | -3.8% | -21.9% | +18.1% | -3.7% |
| 3M | -8.7% | -25.9% | +17.1% | -8.6% |
| 6M | -8.1% | -44.2% | +36.1% | -8.1% |
| YTD | -6.4% | -17.3% | +10.9% | -7.2% |
| 1Y | -9.8% | -34.5% | +24.8% | -10.2% |
| 3Y | +65.5% | -66.7% | +132.2% | +67.6% |
| All | +57.8% | -93.5% | +151.3% | +68.0% |
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