+351.1%
TPR vs SEDG
+19.0%
+332.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | +0.1% |
| 7D | -0.3% | -13.3% | +13.0% | +1.8% |
| 30D | +15.1% | -21.9% | +37.0% | +18.7% |
| 3M | +3.5% | -25.9% | +29.4% | +6.8% |
| 6M | +0.4% | -44.2% | +44.7% | +4.2% |
| YTD | +4.6% | -17.3% | +21.9% | -1.2% |
| 1Y | +33.1% | -34.5% | +67.6% | +30.3% |
| 3Y | +396.0% | -66.7% | +462.7% | +371.6% |
| 5Y | +230.3% | -93.4% | +323.7% | +304.7% |
| 10Y | +368.4% | +78.7% | +289.8% | +211.2% |
| All | +351.1% | +19.0% | +332.2% | +192.2% |
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 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