+239.1%
TPR vs SEDG
-87.2%
+326.3%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +6.5% | -10.3% | -4.5% |
| 7D | -3.4% | +12.1% | -15.5% | -4.8% |
| 30D | -27.3% | +14.7% | -42.0% | -28.8% |
| 3M | -16.2% | -43.0% | +26.8% | -11.7% |
| 6M | -17.9% | +9.0% | -26.9% | -23.0% |
| YTD | -7.1% | +26.3% | -33.4% | -15.6% |
| 1Y | +13.6% | +8.9% | +4.7% | +3.6% |
| 3Y | +293.7% | -75.5% | +369.3% | +321.0% |
| 5Y | +239.1% | -86.7% | +325.8% | +280.5% |
| All | +239.1% | -87.2% | +326.3% | +280.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling