+398.6%
ZS vs SEDG
-37.3%
+435.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.6% | +6.3% | +1.6% |
| 7D | -3.1% | +1.4% | -4.5% | -3.5% |
| 30D | -7.2% | +8.3% | -15.5% | -8.9% |
| 3M | +30.5% | -40.7% | +71.1% | +39.4% |
| 6M | +7.0% | -3.9% | +10.9% | +0.7% |
| YTD | -26.8% | +20.2% | -47.1% | -35.2% |
| 1Y | -42.6% | +17.6% | -60.2% | -50.3% |
| 3Y | -0.3% | -76.6% | +76.3% | +10.1% |
| 5Y | -39.2% | -87.1% | +47.9% | -22.9% |
| All | +398.6% | -37.3% | +435.9% | +352.1% |
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