+134.9%
TSCO vs SEDG
+83.3%
+51.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.4% | -5.8% | -1.8% |
| 7D | -3.1% | +8.7% | -11.8% | -3.8% |
| 30D | -4.4% | +10.3% | -14.7% | -5.2% |
| 3M | +9.7% | -32.6% | +42.3% | +11.9% |
| 6M | -32.4% | -3.6% | -28.8% | -34.2% |
| YTD | -31.7% | +27.4% | -59.0% | -35.5% |
| 1Y | -41.3% | +24.9% | -66.2% | -45.1% |
| 3Y | -18.3% | -75.3% | +57.0% | -17.3% |
| 5Y | -10.3% | -86.3% | +76.1% | -6.8% |
| 10Y | +188.5% | +117.7% | +70.8% | +123.5% |
| All | +134.9% | +83.3% | +51.6% | +87.6% |
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