+55.7%
ZTS vs SEDG
+106.4%
-50.7%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.6% | +5.8% | +0.6% |
| 7D | -3.7% | +1.4% | -5.1% | -3.9% |
| 30D | -0.8% | +8.3% | -9.1% | -1.6% |
| 3M | -9.7% | -40.7% | +30.9% | -7.0% |
| 6M | -38.4% | -3.9% | -34.5% | -40.1% |
| YTD | -41.1% | +20.2% | -61.3% | -44.3% |
| 1Y | -50.6% | +17.6% | -68.2% | -53.8% |
| 3Y | -59.1% | -76.6% | +17.5% | -57.7% |
| 5Y | -62.7% | -87.1% | +24.4% | -60.3% |
| All | +55.7% | +106.4% | -50.7% | +11.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling