+228.2%
TER vs SEDG
-87.1%
+315.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.3% | +6.5% | +3.8% |
| 7D | +12.4% | +3.6% | +8.7% | +11.5% |
| 30D | +5.1% | +9.3% | -4.2% | +2.6% |
| 3M | +4.0% | -39.1% | +43.0% | +14.0% |
| 6M | +29.5% | +1.8% | +27.7% | +25.3% |
| YTD | +98.5% | +22.0% | +76.4% | +83.7% |
| 1Y | +234.1% | +17.2% | +216.9% | +206.6% |
| 3Y | +289.0% | -76.3% | +365.4% | +372.1% |
| 5Y | +228.2% | -87.2% | +315.4% | +336.0% |
| All | +228.2% | -87.1% | +315.3% | +336.0% |
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