-14.5%
Z vs SEDG
+117.8%
-132.3%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.5% | +3.2% | +3.7% |
| 7D | -5.2% | -8.4% | +3.3% | -3.9% |
| 30D | +5.7% | -14.1% | +19.8% | +8.4% |
| 3M | -8.7% | -12.9% | +4.2% | -7.4% |
| 6M | -26.0% | -33.0% | +7.1% | -24.8% |
| YTD | -55.0% | -4.1% | -50.9% | -59.8% |
| 1Y | -58.0% | -30.9% | -27.1% | -59.8% |
| 3Y | -15.2% | -60.7% | +45.5% | -22.7% |
| 5Y | -53.8% | -92.1% | +38.3% | -37.6% |
| 10Y | -14.5% | +97.6% | -112.1% | -36.0% |
| All | -14.5% | +117.8% | -132.3% | -36.0% |
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