+64.3%
TWLO vs SEDG
-5.0%
+69.3%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -8.7% | +8.6% | +0.3% |
| 7D | -15.9% | +1.8% | -17.7% | -15.9% |
| 30D | -29.0% | -12.7% | -16.4% | -28.7% |
| 3M | +10.0% | -38.4% | +48.5% | +12.1% |
| 6M | +12.6% | -27.7% | +40.3% | +13.2% |
| YTD | +50.1% | +4.1% | +46.0% | +42.4% |
| 1Y | +64.3% | -5.7% | +69.9% | +56.2% |
| All | +64.3% | -5.0% | +69.3% | +56.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling