+152.3%
W vs SEDG
+118.8%
+33.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +4.4% | -7.0% | -4.0% |
| 7D | +0.5% | +8.7% | -8.2% | -2.2% |
| 30D | -5.6% | +10.3% | -15.9% | -9.0% |
| 3M | +41.9% | -32.6% | +74.5% | +55.1% |
| 6M | +30.2% | -3.6% | +33.8% | +18.9% |
| YTD | -2.9% | +27.4% | -30.3% | -22.2% |
| 1Y | +11.6% | +24.9% | -13.3% | -14.4% |
| 3Y | +37.0% | -75.3% | +112.3% | +50.0% |
| 5Y | -62.8% | -86.3% | +23.5% | -49.2% |
| All | +152.3% | +118.8% | +33.6% | +61.5% |
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