+124.8%
TROW vs SEDG
+106.4%
+18.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.6% | +4.5% | -0.5% |
| 7D | -3.2% | +1.4% | -4.6% | -3.4% |
| 30D | -4.6% | +8.3% | -12.9% | -5.8% |
| 3M | -0.7% | -40.7% | +40.0% | +4.4% |
| 6M | +22.2% | -3.9% | +26.1% | +17.6% |
| YTD | +6.6% | +20.2% | -13.6% | -1.7% |
| 1Y | +5.8% | +17.6% | -11.8% | -4.0% |
| 3Y | +11.6% | -76.6% | +88.2% | +17.2% |
| 5Y | -38.9% | -87.1% | +48.2% | -31.6% |
| All | +124.8% | +106.4% | +18.4% | +68.4% |
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 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