+87.5%
U vs SEDG
-65.9%
+153.5%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.8% | +7.1% | +5.5% |
| 7D | +2.6% | -13.3% | +15.9% | +4.8% |
| 30D | +27.6% | -21.9% | +49.4% | +31.6% |
| 3M | +15.3% | -25.9% | +41.2% | +19.4% |
| 6M | +96.4% | -44.2% | +140.6% | +105.8% |
| YTD | +19.6% | -17.3% | +36.9% | +13.0% |
| 1Y | +42.1% | -34.5% | +76.6% | +39.8% |
| 3Y | +87.5% | -66.7% | +154.2% | +124.7% |
| All | +87.5% | -65.9% | +153.5% | +124.7% |
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