-16.1%
Z vs SEDG
+96.5%
-112.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +5.0% | -7.4% | -3.4% |
| 7D | -4.6% | -8.5% | +3.9% | -3.3% |
| 30D | +8.3% | -17.0% | +25.4% | +11.8% |
| 3M | -11.6% | -15.8% | +4.2% | -9.7% |
| 6M | -33.6% | -32.3% | -1.4% | -32.8% |
| YTD | -56.7% | -4.6% | -52.0% | -61.2% |
| 1Y | -59.1% | -29.2% | -29.9% | -61.1% |
| 3Y | -20.4% | -61.7% | +41.3% | -26.9% |
| 5Y | -55.3% | -92.0% | +36.7% | -39.9% |
| All | -16.1% | +96.5% | -112.6% | -36.5% |
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