+15.2%
SEDG vs TAP
-23.8%
+39.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.2% | -5.0% | -2.7% |
| 7D | -13.3% | +1.3% | -14.6% | -13.6% |
| 30D | -21.9% | +5.7% | -27.6% | -23.3% |
| 3M | -25.9% | -1.9% | -24.0% | -25.9% |
| 6M | -44.2% | +0.9% | -45.2% | -45.3% |
| YTD | -17.3% | -9.5% | -7.8% | -16.8% |
| 1Y | -34.5% | -9.0% | -25.6% | -34.3% |
| 3Y | -66.7% | -22.2% | -44.5% | -65.0% |
| 5Y | -93.4% | +1.2% | -94.6% | -93.7% |
| 10Y | +78.7% | -46.1% | +124.8% | +73.5% |
| All | +15.2% | -23.8% | +39.0% | +11.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling