+37.5%
ZBRA vs SEDG
-77.1%
+114.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -5.6% | +7.5% | +2.5% |
| 7D | -3.4% | +1.4% | -4.8% | -3.6% |
| 30D | -7.4% | +8.3% | -15.7% | -8.5% |
| 3M | +57.5% | -40.7% | +98.2% | +64.6% |
| 6M | +64.0% | -3.9% | +67.9% | +59.3% |
| YTD | +44.3% | +20.2% | +24.1% | +35.4% |
| 1Y | +10.9% | +17.6% | -6.7% | +3.4% |
| 3Y | +37.5% | -76.6% | +114.1% | +64.0% |
| All | +37.5% | -77.1% | +114.6% | +64.0% |
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 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