-9.8%
SEDG vs TRU
+226.0%
-235.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.6% | -2.9% |
| 7D | +3.6% | -6.5% | +10.1% | +7.2% |
| 30D | +9.3% | -2.5% | +11.8% | +10.4% |
| 3M | -39.1% | +10.4% | -49.4% | -43.8% |
| 6M | +1.8% | +1.6% | +0.1% | -4.0% |
| YTD | +22.0% | -9.7% | +31.7% | +21.6% |
| 1Y | +17.2% | -17.3% | +34.5% | +22.0% |
| 3Y | -76.3% | -1.8% | -74.5% | -78.9% |
| 5Y | -87.2% | -36.2% | -51.0% | -85.4% |
| 10Y | +108.6% | +143.2% | -34.6% | +15.4% |
| All | -9.8% | +226.0% | -235.8% | -54.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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