+218.4%
TECH vs SEDG
+70.6%
+147.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.2% |
| 7D | +0.1% | +8.9% | -8.8% | -0.9% |
| 30D | +0.7% | +0.9% | -0.2% | +0.4% |
| 3M | +36.3% | -53.2% | +89.6% | +46.2% |
| 6M | +25.6% | -9.9% | +35.4% | +21.9% |
| YTD | +23.7% | +18.5% | +5.1% | +15.1% |
| 1Y | +37.6% | +0.1% | +37.5% | +28.6% |
| 3Y | -6.6% | -78.9% | +72.3% | -4.7% |
| 5Y | -42.2% | -88.0% | +45.8% | -39.0% |
| 10Y | +187.6% | +97.5% | +90.1% | +147.5% |
| All | +218.4% | +70.6% | +147.8% | +176.0% |
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