+306.7%
TPR vs SEDG
+103.5%
+203.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.3% | +0.1% | -2.8% |
| 7D | -7.3% | +3.6% | -10.9% | -7.9% |
| 30D | -30.7% | +9.3% | -40.0% | -32.0% |
| 3M | -21.6% | -39.1% | +17.5% | -17.1% |
| 6M | -21.3% | +1.8% | -23.1% | -26.4% |
| YTD | -10.2% | +22.0% | -32.2% | -19.7% |
| 1Y | +9.5% | +17.2% | -7.7% | -3.6% |
| 3Y | +280.8% | -76.3% | +357.1% | +299.3% |
| 5Y | +218.7% | -87.2% | +305.9% | +256.4% |
| 10Y | +306.7% | +108.6% | +198.1% | +159.8% |
| All | +306.7% | +103.5% | +203.1% | +159.8% |
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