+154.4%
TRV vs SEDG
-86.4%
+240.8%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.4% | -3.8% | +0.5% |
| 7D | -1.5% | +8.7% | -10.2% | -1.6% |
| 30D | -1.8% | +10.3% | -12.1% | -2.0% |
| 3M | +21.6% | -32.6% | +54.2% | +22.0% |
| 6M | +22.5% | -3.6% | +26.0% | +21.4% |
| YTD | +28.1% | +27.4% | +0.8% | +26.0% |
| 1Y | +37.0% | +24.9% | +12.1% | +34.3% |
| 3Y | +141.9% | -75.3% | +217.2% | +146.1% |
| All | +154.4% | -86.4% | +240.8% | +159.9% |
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