+104.4%
TROW vs SEDG
+83.3%
+21.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.4% | -4.6% | -0.7% |
| 7D | -3.0% | +8.7% | -11.7% | -4.0% |
| 30D | -5.5% | +10.3% | -15.8% | -6.8% |
| 3M | +2.3% | -32.6% | +34.9% | +5.6% |
| 6M | +23.9% | -3.6% | +27.5% | +19.5% |
| YTD | +7.9% | +27.4% | -19.5% | -0.8% |
| 1Y | +6.1% | +24.9% | -18.8% | -3.9% |
| 3Y | +13.8% | -75.3% | +89.1% | +17.2% |
| 5Y | -38.2% | -86.3% | +48.1% | -32.6% |
| 10Y | +131.3% | +117.7% | +13.5% | +72.9% |
| All | +104.4% | +83.3% | +21.1% | +52.8% |
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