+96.8%
TEVA vs SEDG
+3.4%
+93.3%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -0.8% |
| 7D | -0.2% | +8.9% | -9.1% | -0.6% |
| 30D | +4.7% | +0.9% | +3.8% | +4.6% |
| 3M | +5.6% | -53.2% | +58.8% | +9.2% |
| 6M | +10.5% | -9.9% | +20.3% | +6.4% |
| YTD | +16.5% | +18.5% | -2.0% | +6.1% |
| 1Y | +96.8% | +0.1% | +96.6% | +83.1% |
| All | +96.8% | +3.4% | +93.3% | +83.1% |
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 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