+277.2%
TER vs SEDG
-75.9%
+353.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +6.5% | -2.3% | +3.0% |
| 7D | +11.0% | +12.1% | -1.2% | +8.7% |
| 30D | -1.9% | +14.7% | -16.6% | -4.7% |
| 3M | -0.7% | -43.0% | +42.4% | +8.5% |
| 6M | +36.4% | +9.0% | +27.3% | +32.4% |
| YTD | +92.4% | +26.3% | +66.2% | +81.7% |
| 1Y | +213.5% | +8.9% | +204.6% | +199.1% |
| 3Y | +277.2% | -75.5% | +352.8% | +323.6% |
| All | +277.2% | -75.9% | +353.1% | +323.6% |
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