+86.5%
TEVA vs SEDG
+17.9%
+68.6%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -5.6% | +7.7% | +2.3% |
| 7D | +2.0% | +1.4% | +0.6% | +1.9% |
| 30D | +1.0% | +8.3% | -7.4% | +0.5% |
| 3M | +7.3% | -40.7% | +48.0% | +9.6% |
| 6M | +21.7% | -3.9% | +25.6% | +16.1% |
| YTD | +18.8% | +20.2% | -1.4% | +7.4% |
| 1Y | +86.5% | +17.6% | +68.9% | +77.5% |
| All | +86.5% | +17.9% | +68.6% | +77.5% |
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