+75.6%
ZTS vs SEDG
+75.6%
0.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.0% | -0.1% |
| 7D | -3.8% | +3.6% | -7.4% | -4.1% |
| 30D | -2.0% | +9.3% | -11.3% | -2.9% |
| 3M | -10.2% | -39.1% | +28.9% | -7.7% |
| 6M | -39.4% | +1.8% | -41.2% | -41.4% |
| YTD | -40.8% | +22.0% | -62.9% | -44.0% |
| 1Y | -50.1% | +17.2% | -67.3% | -53.2% |
| 3Y | -58.9% | -76.3% | +17.5% | -57.8% |
| 5Y | -62.4% | -87.2% | +24.9% | -60.2% |
| 10Y | +58.8% | +108.6% | -49.8% | +17.3% |
| All | +75.6% | +75.6% | 0.0% | +31.2% |
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 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