-7.0%
TLT vs SEDG
-43.4%
+36.4%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | -0.4% |
| 7D | -3.1% | -13.3% | +10.2% | -3.0% |
| 30D | +1.0% | -21.9% | +22.9% | +1.1% |
| 3M | -2.7% | -25.9% | +23.2% | -2.6% |
| 6M | -4.1% | -44.2% | +40.1% | -3.8% |
| YTD | -5.4% | -17.3% | +12.0% | -6.2% |
| 1Y | -7.0% | -34.5% | +27.5% | -6.6% |
| All | -7.0% | -43.4% | +36.4% | -6.6% |
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