-20.4%
Z vs SEDG
-63.6%
+43.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +5.0% | -7.4% | -2.9% |
| 7D | -4.6% | -8.5% | +3.9% | -3.9% |
| 30D | +8.3% | -17.0% | +25.4% | +10.0% |
| 3M | -11.6% | -15.8% | +4.2% | -10.6% |
| 6M | -33.6% | -32.3% | -1.4% | -33.2% |
| YTD | -56.7% | -4.6% | -52.0% | -59.3% |
| 1Y | -59.1% | -29.2% | -29.9% | -60.2% |
| 3Y | -20.4% | -61.7% | +41.3% | -18.4% |
| All | -20.4% | -63.6% | +43.2% | -18.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling