-17.5%
Z vs SEDG
-61.9%
+44.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.1% | -1.4% | +1.4% |
| 7D | -13.1% | -11.2% | -1.9% | -12.0% |
| 30D | +5.9% | -15.3% | +21.1% | +7.3% |
| 3M | -13.7% | -19.9% | +6.3% | -12.3% |
| 6M | -27.1% | -36.2% | +9.1% | -26.2% |
| YTD | -56.8% | -7.6% | -49.2% | -59.3% |
| 1Y | -60.2% | -40.3% | -19.9% | -60.4% |
| All | -17.5% | -61.9% | +44.4% | -12.8% |
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