-14.7%
TLT vs SEDG
+19.0%
-33.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | -0.4% |
| 7D | -3.1% | -13.3% | +10.2% | -3.1% |
| 30D | +1.0% | -21.9% | +22.9% | +1.1% |
| 3M | -2.7% | -25.9% | +23.2% | -2.7% |
| 6M | -4.1% | -44.2% | +40.1% | -4.1% |
| YTD | -5.4% | -17.3% | +12.0% | -5.4% |
| 1Y | -7.0% | -34.5% | +27.5% | -7.0% |
| 3Y | +2.8% | -66.7% | +69.5% | +1.9% |
| 5Y | -35.4% | -93.4% | +58.1% | -37.0% |
| 10Y | -13.1% | +78.7% | -91.8% | -6.0% |
| All | -14.7% | +19.0% | -33.7% | -8.0% |
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 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