+17.3%
SEDG vs TAP
-26.2%
+43.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.9% | -0.3% | -8.6% | -8.8% |
| 7D | -7.3% | -6.3% | -1.0% | -5.8% |
| 30D | -25.3% | +2.7% | -28.0% | -26.2% |
| 3M | -24.1% | -3.7% | -20.4% | -23.8% |
| 6M | -39.9% | -2.0% | -37.9% | -40.6% |
| YTD | -15.8% | -12.3% | -3.5% | -14.6% |
| 1Y | -42.9% | -10.1% | -32.8% | -42.6% |
| 3Y | -65.9% | -25.3% | -40.6% | -63.7% |
| 5Y | -93.3% | -1.9% | -91.3% | -93.5% |
| 10Y | +81.9% | -47.8% | +129.8% | +78.2% |
| All | +17.3% | -26.2% | +43.5% | +14.8% |
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