+258.1%
W vs SEDG
+19.0%
+239.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +0.9% |
| 7D | +0.2% | -13.3% | +13.5% | +4.2% |
| 30D | +6.8% | -21.9% | +28.7% | +13.5% |
| 3M | +10.7% | -25.9% | +36.6% | +18.4% |
| 6M | +86.3% | -44.2% | +130.6% | +105.5% |
| YTD | +11.5% | -17.3% | +28.8% | +2.0% |
| 1Y | +5.1% | -34.5% | +39.6% | +2.8% |
| 3Y | +171.0% | -66.7% | +237.7% | +157.8% |
| 5Y | -56.6% | -93.4% | +36.8% | -31.3% |
| 10Y | +213.4% | +78.7% | +134.8% | +143.6% |
| All | +258.1% | +19.0% | +239.2% | +161.4% |
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