+62.9%
TECK vs SEDG
-77.1%
+140.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.6% | +6.5% | +1.4% |
| 7D | -3.8% | +1.4% | -5.3% | -4.1% |
| 30D | +0.7% | +8.3% | -7.6% | -0.4% |
| 3M | +4.6% | -40.7% | +45.3% | +9.4% |
| 6M | +25.1% | -3.9% | +29.0% | +22.4% |
| YTD | +39.2% | +20.2% | +19.0% | +31.8% |
| 1Y | +60.3% | +17.6% | +42.7% | +50.3% |
| 3Y | +62.9% | -76.6% | +139.5% | +76.1% |
| All | +62.9% | -77.1% | +140.0% | +76.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling