-19.7%
TSCO vs SEDG
-77.1%
+57.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.6% | +4.1% | -1.2% |
| 7D | -5.7% | +1.4% | -7.1% | -5.7% |
| 30D | -8.8% | +8.3% | -17.1% | -9.2% |
| 3M | +6.3% | -40.7% | +47.0% | +8.5% |
| 6M | -32.3% | -3.9% | -28.4% | -33.8% |
| YTD | -32.7% | +20.2% | -52.9% | -35.5% |
| 1Y | -43.7% | +17.6% | -61.3% | -46.4% |
| 3Y | -19.7% | -76.6% | +56.9% | -13.4% |
| All | -19.7% | -77.1% | +57.4% | -13.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling