+1,802.9%
TER vs SEDG
+118.8%
+1,684.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +4.4% | -7.9% | -4.5% |
| 7D | +9.4% | +8.7% | +0.6% | +7.3% |
| 30D | -2.4% | +10.3% | -12.8% | -5.2% |
| 3M | +6.5% | -32.6% | +39.2% | +14.7% |
| 6M | +23.2% | -3.6% | +26.7% | +19.6% |
| YTD | +91.5% | +27.4% | +64.1% | +73.3% |
| 1Y | +214.8% | +24.9% | +189.9% | +180.7% |
| 3Y | +275.3% | -75.3% | +350.7% | +314.7% |
| 5Y | +211.9% | -86.3% | +298.2% | +277.1% |
| All | +1,802.9% | +118.8% | +1,684.2% | +1,238.8% |
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