+48.1%
TSLA vs SEDG
-86.8%
+134.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.4% | -5.5% | -2.0% |
| 7D | -3.4% | +8.7% | -12.1% | -5.0% |
| 30D | +9.2% | +10.3% | -1.1% | +6.9% |
| 3M | -4.7% | -32.6% | +27.9% | +0.9% |
| 6M | -8.9% | -3.6% | -5.4% | -12.8% |
| YTD | -19.2% | +27.4% | -46.5% | -27.9% |
| 1Y | +4.5% | +24.9% | -20.4% | -8.4% |
| 3Y | +46.3% | -75.3% | +121.6% | +90.0% |
| 5Y | +48.1% | -86.3% | +134.5% | +122.0% |
| All | +48.1% | -86.8% | +134.9% | +122.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling