+605.4%
V vs SEDG
+19.0%
+586.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.1% | +1.4% |
| 7D | +0.9% | -13.3% | +14.2% | +1.9% |
| 30D | +9.0% | -21.9% | +30.8% | +10.6% |
| 3M | +16.7% | -25.9% | +42.6% | +18.6% |
| 6M | +33.4% | -44.2% | +77.7% | +35.9% |
| YTD | +22.4% | -17.3% | +39.7% | +18.9% |
| 1Y | +27.7% | -34.5% | +62.2% | +26.3% |
| 3Y | +78.0% | -66.7% | +144.7% | +73.4% |
| 5Y | +108.5% | -93.4% | +201.9% | +135.8% |
| 10Y | +459.0% | +78.7% | +380.4% | +300.6% |
| All | +605.4% | +19.0% | +586.4% | +414.9% |
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