+69.8%
TEVA vs SEDG
-14.2%
+84.0%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -12.7% | +12.6% | -0.1% |
| 7D | +0.7% | -14.2% | +14.9% | +0.9% |
| 30D | +6.8% | -23.0% | +29.8% | +6.9% |
| 3M | +20.3% | -22.7% | +43.0% | +20.5% |
| 6M | +16.5% | -41.3% | +57.8% | +16.7% |
| YTD | +33.9% | -9.2% | +43.1% | +31.1% |
| 1Y | +69.8% | -36.1% | +106.0% | +72.2% |
| All | +69.8% | -14.2% | +84.0% | +72.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling