-35.8%
TEVA vs SEDG
+73.0%
-108.7%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -5.6% | +7.7% | +2.7% |
| 7D | +2.0% | +1.4% | +0.6% | +1.8% |
| 30D | +1.0% | +8.3% | -7.4% | -0.2% |
| 3M | +7.3% | -40.7% | +48.0% | +12.1% |
| 6M | +21.7% | -3.9% | +25.6% | +16.9% |
| YTD | +18.8% | +20.2% | -1.4% | +9.7% |
| 1Y | +86.5% | +17.6% | +68.9% | +70.5% |
| 3Y | +269.4% | -76.6% | +346.0% | +273.1% |
| 5Y | +303.6% | -87.1% | +390.7% | +323.5% |
| 10Y | -22.9% | +105.5% | -128.4% | -39.3% |
| All | -35.8% | +73.0% | -108.7% | -48.1% |
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