+2,664.3%
TSLA vs SEDG
+106.4%
+2,557.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.6% | +6.1% | +1.8% |
| 7D | +3.2% | +1.4% | +1.8% | +2.8% |
| 30D | +11.6% | +8.3% | +3.3% | +9.2% |
| 3M | -8.4% | -40.7% | +32.2% | +0.7% |
| 6M | -10.4% | -3.9% | -6.5% | -15.2% |
| YTD | -18.7% | +20.2% | -38.9% | -28.6% |
| 1Y | -0.9% | +17.6% | -18.5% | -14.7% |
| 3Y | +33.6% | -76.6% | +110.2% | +50.1% |
| 5Y | +48.9% | -87.1% | +136.0% | +91.0% |
| All | +2,664.3% | +106.4% | +2,557.9% | +1,660.3% |
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