+293.7%
TPR vs SEDG
-75.9%
+369.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +6.5% | -10.3% | -4.4% |
| 7D | -3.4% | +12.1% | -15.5% | -4.5% |
| 30D | -27.3% | +14.7% | -42.0% | -28.5% |
| 3M | -16.2% | -43.0% | +26.8% | -12.5% |
| 6M | -17.9% | +9.0% | -26.9% | -22.2% |
| YTD | -7.1% | +26.3% | -33.4% | -14.3% |
| 1Y | +13.6% | +8.9% | +4.7% | +5.2% |
| 3Y | +293.7% | -75.5% | +369.3% | +313.4% |
| All | +293.7% | -75.9% | +369.6% | +313.4% |
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