-59.2%
ZTS vs SEDG
-75.7%
+16.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.4% | -5.0% | -0.8% |
| 7D | -4.5% | +8.7% | -13.2% | -4.8% |
| 30D | -3.3% | +10.3% | -13.6% | -3.7% |
| 3M | -9.7% | -32.6% | +22.9% | -9.0% |
| 6M | -38.8% | -3.6% | -35.3% | -39.9% |
| YTD | -41.2% | +27.4% | -68.6% | -43.2% |
| 1Y | -50.3% | +24.9% | -75.2% | -52.3% |
| All | -59.2% | -75.7% | +16.5% | -55.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling