+74.7%
CART vs SEDG
-80.3%
+155.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.1% | -2.4% | +0.6% |
| 7D | -0.6% | -11.2% | +10.6% | -0.2% |
| 30D | +23.1% | -15.3% | +38.4% | +23.7% |
| 3M | +19.2% | -19.9% | +39.1% | +19.8% |
| 6M | +45.7% | -36.2% | +81.9% | +46.2% |
| YTD | +30.9% | -7.6% | +38.4% | +28.5% |
| 1Y | +50.2% | -40.3% | +90.5% | +50.1% |
| 3Y | +133.5% | -62.5% | +196.0% | +137.4% |
| All | +74.7% | -80.3% | +155.0% | +97.9% |
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