-87.2%
SEDG vs TAP
-0.5%
-86.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.4% | -3.1% |
| 7D | +3.6% | -5.1% | +8.7% | +4.8% |
| 30D | +9.3% | -8.4% | +17.8% | +11.5% |
| 3M | -39.1% | -3.9% | -35.2% | -38.9% |
| 6M | +1.8% | -14.4% | +16.2% | +5.2% |
| YTD | +22.0% | -14.7% | +36.8% | +25.6% |
| 1Y | +17.2% | -18.7% | +35.9% | +22.2% |
| 3Y | -76.3% | -32.6% | -43.7% | -73.9% |
| 5Y | -87.2% | -1.4% | -85.8% | -87.6% |
| All | -87.2% | -0.5% | -86.7% | -87.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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