-20.7%
TLT vs SEDG
+106.4%
-127.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.6% | +5.7% | +0.1% |
| 7D | -1.6% | +1.4% | -3.0% | -1.6% |
| 30D | -1.1% | +8.3% | -9.4% | -1.2% |
| 3M | -4.9% | -40.7% | +35.8% | -4.6% |
| 6M | -5.0% | -3.9% | -1.1% | -5.2% |
| YTD | -4.4% | +20.2% | -24.6% | -4.8% |
| 1Y | -6.4% | +17.6% | -24.0% | -6.9% |
| 3Y | -2.0% | -76.6% | +74.6% | -3.6% |
| 5Y | -35.0% | -87.1% | +52.1% | -36.0% |
| All | -20.7% | +106.4% | -127.1% | -20.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling