-44.8%
TOST vs SEDG
-90.5%
+45.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.5% | +5.8% | +0.4% |
| 7D | +3.0% | -21.4% | +24.3% | +6.9% |
| 30D | +10.3% | -19.7% | +30.0% | +13.8% |
| 3M | -3.3% | -19.7% | +16.4% | -0.9% |
| 6M | +37.8% | -37.4% | +75.2% | +40.9% |
| YTD | -2.8% | -10.4% | +7.6% | -12.1% |
| 1Y | -9.6% | -43.0% | +33.4% | -10.1% |
| 3Y | +144.6% | -63.6% | +208.3% | +151.6% |
| 5Y | -31.0% | -92.5% | +61.5% | +33.2% |
| All | -44.8% | -90.5% | +45.7% | -2.1% |
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