+408.0%
TPR vs SEDG
-63.1%
+471.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.5% | +6.2% | +0.3% |
| 7D | +12.1% | -21.4% | +33.4% | +14.3% |
| 30D | +16.7% | -19.7% | +36.4% | +18.6% |
| 3M | -17.4% | -19.7% | +2.3% | -16.4% |
| 6M | +2.3% | -37.4% | +39.7% | +3.3% |
| YTD | +7.1% | -10.4% | +17.5% | +1.5% |
| 1Y | +29.5% | -43.0% | +72.5% | +29.5% |
| All | +408.0% | -63.1% | +471.1% | +384.2% |
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