+181.2%
TSCO vs SEDG
+106.4%
+74.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.6% | +4.1% | -1.1% |
| 7D | -5.7% | +1.4% | -7.1% | -5.8% |
| 30D | -8.8% | +8.3% | -17.1% | -9.5% |
| 3M | +6.3% | -40.7% | +47.0% | +9.6% |
| 6M | -32.3% | -3.9% | -28.4% | -34.1% |
| YTD | -32.7% | +20.2% | -52.9% | -36.2% |
| 1Y | -43.7% | +17.6% | -61.3% | -47.1% |
| 3Y | -19.7% | -76.6% | +56.9% | -17.9% |
| 5Y | -11.6% | -87.1% | +75.5% | -7.3% |
| All | +181.2% | +106.4% | +74.8% | +125.0% |
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