+131.2%
T vs SEDG
+70.6%
+60.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.2% | -3.1% | -2.0% |
| 7D | -1.3% | +8.9% | -10.2% | -1.5% |
| 30D | +11.4% | +0.9% | +10.5% | +11.3% |
| 3M | +14.3% | -53.2% | +67.5% | +16.6% |
| 6M | -9.3% | -9.9% | +0.6% | -10.1% |
| YTD | +7.1% | +18.5% | -11.4% | +4.7% |
| 1Y | -9.1% | +0.1% | -9.2% | -11.0% |
| 3Y | +105.3% | -78.9% | +184.2% | +111.3% |
| 5Y | +66.8% | -88.0% | +154.8% | +73.4% |
| 10Y | +66.8% | +97.5% | -30.7% | +39.8% |
| All | +131.2% | +70.6% | +60.6% | +88.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling