+475.9%
TECK vs SEDG
+81.7%
+394.2%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +6.5% | -2.4% | +3.0% |
| 7D | +7.8% | +12.1% | -4.4% | +5.6% |
| 30D | +8.3% | +14.7% | -6.4% | +5.4% |
| 3M | +16.1% | -43.0% | +59.1% | +25.3% |
| 6M | +42.9% | +9.0% | +33.8% | +33.7% |
| YTD | +50.8% | +26.3% | +24.5% | +35.7% |
| 1Y | +106.1% | +8.9% | +97.1% | +85.7% |
| 3Y | +84.0% | -75.5% | +159.6% | +92.5% |
| 5Y | +223.5% | -86.7% | +310.2% | +258.6% |
| 10Y | +378.1% | +110.6% | +267.5% | +137.9% |
| All | +475.9% | +81.7% | +394.2% | +152.1% |
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 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