+341.6%
ZETA vs SEDG
-86.8%
+428.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.4% | -3.9% | -0.3% |
| 7D | -6.5% | +8.7% | -15.2% | -7.9% |
| 30D | +4.8% | +10.3% | -5.5% | +2.7% |
| 3M | +53.3% | -32.6% | +86.0% | +59.8% |
| 6M | +66.8% | -3.6% | +70.4% | +57.0% |
| YTD | +50.2% | +27.4% | +22.8% | +32.2% |
| 1Y | +62.0% | +24.9% | +37.1% | +42.8% |
| 3Y | +276.4% | -75.3% | +351.7% | +381.1% |
| 5Y | +341.6% | -86.3% | +427.9% | +536.6% |
| All | +341.6% | -86.8% | +428.4% | +536.6% |
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