+374.9%
V vs SEDG
+118.8%
+256.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.4% | -4.4% | -0.3% |
| 7D | -3.0% | +8.7% | -11.8% | -3.6% |
| 30D | +1.2% | +10.3% | -9.1% | +0.4% |
| 3M | +13.9% | -32.6% | +46.5% | +15.8% |
| 6M | +17.2% | -3.6% | +20.8% | +14.4% |
| YTD | +5.3% | +27.4% | -22.0% | -0.2% |
| 1Y | +9.5% | +24.9% | -15.4% | +2.7% |
| 3Y | +51.9% | -75.3% | +127.2% | +57.7% |
| 5Y | +69.6% | -86.3% | +155.9% | +81.1% |
| All | +374.9% | +118.8% | +256.2% | +245.8% |
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