+149.8%
TOST vs SEDG
-61.4%
+211.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.3% | +0.2% |
| 7D | +4.0% | -8.4% | +12.5% | +4.5% |
| 30D | +11.1% | -14.1% | +25.2% | +12.0% |
| 3M | +0.8% | -12.9% | +13.8% | +1.3% |
| 6M | +38.8% | -33.0% | +71.8% | +39.6% |
| YTD | -2.1% | -4.1% | +2.0% | -6.9% |
| 1Y | -6.0% | -30.9% | +24.8% | -7.8% |
| 3Y | +149.8% | -60.7% | +210.5% | +180.7% |
| All | +149.8% | -61.4% | +211.1% | +180.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling