+450.7%
TMUS vs SEDG
+19.0%
+431.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | -0.5% |
| 7D | +4.9% | -13.3% | +18.2% | +5.6% |
| 30D | +7.7% | -21.9% | +29.6% | +8.8% |
| 3M | -6.8% | -25.9% | +19.1% | -5.9% |
| 6M | -9.7% | -44.2% | +34.6% | -8.6% |
| YTD | -15.0% | -17.3% | +2.4% | -16.8% |
| 1Y | -19.1% | -34.5% | +15.4% | -19.9% |
| 3Y | +21.4% | -66.7% | +88.1% | +19.6% |
| 5Y | +51.2% | -93.4% | +144.6% | +68.1% |
| 10Y | +240.2% | +78.7% | +161.6% | +155.7% |
| All | +450.7% | +19.0% | +431.7% | +334.1% |
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