+269.4%
TEVA vs SEDG
-77.1%
+346.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -5.6% | +7.7% | +2.5% |
| 7D | +2.0% | +1.4% | +0.6% | +1.8% |
| 30D | +1.0% | +8.3% | -7.4% | +0.1% |
| 3M | +7.3% | -40.7% | +48.0% | +10.8% |
| 6M | +21.7% | -3.9% | +25.6% | +17.6% |
| YTD | +18.8% | +20.2% | -1.4% | +11.1% |
| 1Y | +86.5% | +17.6% | +68.9% | +73.2% |
| 3Y | +269.4% | -76.6% | +346.0% | +259.0% |
| All | +269.4% | -77.1% | +346.5% | +259.0% |
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