-39.0%
U vs SEDG
-82.0%
+43.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.2% | -1.3% |
| 7D | -3.8% | +8.9% | -12.7% | -6.1% |
| 30D | +17.5% | +0.9% | +16.6% | +16.2% |
| 3M | +38.7% | -53.2% | +92.0% | +63.6% |
| 6M | +104.4% | -9.9% | +114.3% | +88.5% |
| YTD | -5.7% | +18.5% | -24.2% | -20.8% |
| 1Y | +3.7% | +0.1% | +3.6% | -10.1% |
| 3Y | +12.3% | -78.9% | +91.2% | +51.1% |
| 5Y | -68.8% | -88.0% | +19.2% | -47.3% |
| All | -39.0% | -82.0% | +43.0% | -10.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling