+52.5%
V vs SEDG
-75.9%
+128.4%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +6.5% | -8.2% | -1.7% |
| 7D | -1.1% | +12.1% | -13.2% | -1.1% |
| 30D | +1.9% | +14.7% | -12.8% | +1.8% |
| 3M | +15.5% | -43.0% | +58.6% | +15.9% |
| 6M | +16.6% | +9.0% | +7.6% | +15.6% |
| YTD | +5.7% | +26.3% | -20.5% | +4.4% |
| 1Y | +8.6% | +8.9% | -0.4% | +7.2% |
| 3Y | +52.5% | -75.5% | +128.0% | +52.6% |
| All | +52.5% | -75.9% | +128.4% | +52.6% |
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