+32.9%
TSLA vs SEDG
-75.7%
+108.6%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.4% | -5.5% | -1.7% |
| 7D | -3.4% | +8.7% | -12.1% | -4.4% |
| 30D | +9.2% | +10.3% | -1.1% | +7.7% |
| 3M | -4.7% | -32.6% | +27.9% | -1.1% |
| 6M | -8.9% | -3.6% | -5.4% | -10.7% |
| YTD | -19.2% | +27.4% | -46.5% | -24.0% |
| 1Y | +4.5% | +24.9% | -20.4% | -2.4% |
| All | +32.9% | -75.7% | +108.6% | +69.1% |
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