+306.1%
TMUS vs SEDG
+109.6%
+196.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.3% | +1.0% | -2.2% |
| 7D | -5.3% | +3.6% | -8.9% | -5.5% |
| 30D | +0.1% | +9.3% | -9.2% | -0.4% |
| 3M | -0.6% | -39.1% | +38.5% | +1.0% |
| 6M | -17.5% | +1.8% | -19.3% | -19.1% |
| YTD | -11.3% | +22.0% | -33.3% | -14.2% |
| 1Y | -25.4% | +17.2% | -42.6% | -28.4% |
| 3Y | +35.5% | -76.3% | +111.9% | +41.6% |
| 5Y | +41.9% | -87.2% | +129.1% | +51.9% |
| All | +306.1% | +109.6% | +196.5% | +230.0% |
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 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