-64.8%
Z vs SEDG
-87.9%
+23.1%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.2% | -3.3% | -2.3% |
| 7D | -3.0% | +8.9% | -11.9% | -4.3% |
| 30D | -4.2% | +0.9% | -5.1% | -4.5% |
| 3M | -3.7% | -53.2% | +49.5% | +6.1% |
| 6M | -24.5% | -9.9% | -14.7% | -28.4% |
| YTD | -49.3% | +18.5% | -67.8% | -55.2% |
| 1Y | -58.7% | +0.1% | -58.8% | -63.3% |
| 3Y | -34.1% | -78.9% | +44.7% | -17.6% |
| All | -64.8% | -87.9% | +23.1% | -52.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling