-32.3%
TWLO vs SEDG
-87.2%
+54.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.6% | +4.0% | -0.8% |
| 7D | -2.4% | +1.4% | -3.8% | -2.7% |
| 30D | -7.8% | +8.3% | -16.1% | -9.3% |
| 3M | +10.0% | -40.7% | +50.7% | +16.8% |
| 6M | +79.5% | -3.9% | +83.4% | +69.8% |
| YTD | +59.8% | +20.2% | +39.6% | +42.9% |
| 1Y | +121.7% | +17.6% | +104.1% | +95.0% |
| 3Y | +240.8% | -76.6% | +317.4% | +332.4% |
| All | -32.3% | -87.2% | +54.8% | -8.8% |
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