+239.5%
ZETA vs SEDG
-85.2%
+324.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.6% | +4.4% | -0.3% |
| 7D | -3.7% | +1.4% | -5.1% | -4.1% |
| 30D | +5.7% | +8.3% | -2.6% | +3.9% |
| 3M | +50.4% | -40.7% | +91.1% | +60.2% |
| 6M | +65.5% | -3.9% | +69.4% | +55.9% |
| YTD | +48.3% | +20.2% | +28.1% | +32.3% |
| 1Y | +45.4% | +17.6% | +27.8% | +29.9% |
| 3Y | +270.8% | -76.6% | +347.4% | +365.4% |
| 5Y | +336.1% | -87.1% | +423.2% | +509.7% |
| All | +239.5% | -85.2% | +324.7% | +392.7% |
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