-35.4%
TLT vs SEDG
-87.2%
+51.8%
-43.7%
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% | +0.2% |
| 7D | -1.6% | +1.4% | -3.0% | -1.7% |
| 30D | -1.1% | +8.3% | -9.4% | -1.3% |
| 3M | -4.9% | -40.7% | +35.8% | -4.1% |
| 6M | -5.0% | -3.9% | -1.1% | -5.7% |
| YTD | -4.4% | +20.2% | -24.6% | -5.8% |
| 1Y | -6.4% | +17.6% | -24.0% | -8.1% |
| 3Y | -2.0% | -76.6% | +74.6% | -1.5% |
| All | -35.4% | -87.2% | +51.8% | -35.0% |
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 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