-48.1%
TOST vs SEDG
-87.0%
+38.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.3% | +0.8% | -1.9% |
| 7D | -4.7% | +3.6% | -8.3% | -5.3% |
| 30D | -9.1% | +9.3% | -18.4% | -10.9% |
| 3M | +29.8% | -39.1% | +68.9% | +37.8% |
| 6M | +10.0% | +1.8% | +8.2% | +1.0% |
| YTD | -8.6% | +22.0% | -30.7% | -21.0% |
| 1Y | -20.7% | +17.2% | -37.9% | -32.3% |
| 3Y | +55.7% | -76.3% | +132.1% | +114.2% |
| All | -48.1% | -87.0% | +38.9% | -12.0% |
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