+2,800.3%
TSLA vs SEDG
+81.7%
+2,718.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +6.5% | -2.5% | +2.6% |
| 7D | +3.4% | +12.1% | -8.7% | +0.8% |
| 30D | +12.0% | +14.7% | -2.7% | +8.5% |
| 3M | -10.0% | -43.0% | +33.1% | -0.5% |
| 6M | -7.2% | +9.0% | -16.2% | -14.4% |
| YTD | -18.1% | +26.3% | -44.4% | -28.2% |
| 1Y | +6.3% | +8.9% | -2.7% | -6.0% |
| 3Y | +48.2% | -75.5% | +123.7% | +60.6% |
| 5Y | +46.5% | -86.7% | +133.2% | +80.3% |
| 10Y | +2,698.1% | +110.6% | +2,587.6% | +1,827.3% |
| All | +2,800.3% | +81.7% | +2,718.6% | +2,142.6% |
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