-25.1%
TGT vs SEDG
-87.2%
+62.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.6% | +5.7% | +0.6% |
| 7D | -5.2% | +1.4% | -6.6% | -5.4% |
| 30D | +1.2% | +8.3% | -7.1% | +0.3% |
| 3M | +18.4% | -40.7% | +59.0% | +22.3% |
| 6M | +33.4% | -3.9% | +37.4% | +29.0% |
| YTD | +63.8% | +20.2% | +43.6% | +53.3% |
| 1Y | +77.2% | +17.6% | +59.6% | +63.9% |
| 3Y | +41.8% | -76.6% | +118.4% | +47.0% |
| All | -25.1% | -87.2% | +62.1% | -19.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling