-49.3%
TE vs SEDG
-87.2%
+37.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.6% | +6.3% | +3.0% |
| 7D | +0.2% | +1.4% | -1.2% | -0.5% |
| 30D | -5.9% | +8.3% | -14.2% | -9.9% |
| 3M | -45.6% | -40.7% | -4.9% | -34.4% |
| 6M | -43.4% | -3.9% | -39.5% | -47.6% |
| YTD | -31.0% | +20.2% | -51.2% | -42.2% |
| 1Y | +145.2% | +17.6% | +127.6% | +109.1% |
| 3Y | -24.1% | -76.6% | +52.6% | +19.2% |
| All | -49.3% | -87.2% | +37.8% | -0.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling