-50.0%
TE vs SEDG
-65.9%
+15.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.3% | +0.4% | -1.9% |
| 7D | +15.0% | +3.6% | +11.4% | +13.8% |
| 30D | -7.5% | +9.3% | -16.8% | -10.6% |
| 3M | -42.0% | -39.1% | -2.9% | -32.8% |
| 6M | -31.4% | +1.8% | -33.2% | -35.7% |
| YTD | -26.5% | +22.0% | -48.5% | -35.1% |
| 1Y | +153.1% | +17.2% | +135.9% | +128.6% |
| 3Y | -20.7% | -76.3% | +55.7% | -3.3% |
| 5Y | -45.4% | -87.2% | +41.8% | -23.7% |
| All | -50.0% | -65.9% | +15.9% | -30.5% |
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