+246.3%
ZETA vs SEDG
-84.5%
+330.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +6.5% | -8.3% | -2.9% |
| 7D | -2.4% | +12.1% | -14.6% | -4.4% |
| 30D | +15.6% | +14.7% | +0.9% | +12.6% |
| 3M | +41.5% | -43.0% | +84.5% | +51.8% |
| 6M | +63.4% | +9.0% | +54.4% | +50.1% |
| YTD | +51.3% | +26.3% | +25.0% | +33.9% |
| 1Y | +65.8% | +8.9% | +56.9% | +50.0% |
| 3Y | +279.2% | -75.5% | +354.7% | +372.9% |
| 5Y | +341.8% | -86.7% | +428.5% | +512.3% |
| All | +246.3% | -84.5% | +330.8% | +398.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling