+488.1%
TMUS vs SEDG
+70.6%
+417.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.2% | -4.6% | -3.5% |
| 7D | +0.1% | +8.9% | -8.8% | -0.4% |
| 30D | +5.3% | +0.9% | +4.4% | +5.1% |
| 3M | +3.1% | -53.2% | +56.4% | +6.5% |
| 6M | -16.5% | -9.9% | -6.6% | -17.7% |
| YTD | -9.2% | +18.5% | -27.7% | -12.4% |
| 1Y | -26.5% | +0.1% | -26.6% | -29.0% |
| 3Y | +39.0% | -78.9% | +117.9% | +45.5% |
| 5Y | +40.4% | -88.0% | +128.4% | +49.9% |
| 10Y | +303.7% | +97.5% | +206.2% | +205.9% |
| All | +488.1% | +70.6% | +417.6% | +357.2% |
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