+995.4%
TER vs SEDG
+80.7%
+914.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.8% | -3.6% | -5.0% |
| 7D | +14.4% | -13.3% | +27.7% | +18.1% |
| 30D | -30.6% | -21.9% | -8.7% | -26.5% |
| 3M | -39.2% | -25.9% | -13.3% | -35.4% |
| 6M | -31.3% | -44.2% | +13.0% | -23.8% |
| YTD | +29.1% | -17.3% | +46.4% | +28.4% |
| 1Y | +47.4% | -34.5% | +81.9% | +53.7% |
| 3Y | +191.2% | -66.7% | +257.9% | +197.7% |
| 5Y | +74.0% | -93.4% | +167.4% | +151.1% |
| All | +995.4% | +80.7% | +914.7% | +712.4% |
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