+1,123.7%
CAT vs SEDG
+118.8%
+1,005.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.4% | -5.7% | -1.8% |
| 7D | +0.6% | +8.7% | -8.1% | -0.4% |
| 30D | -4.5% | +10.3% | -14.9% | -5.9% |
| 3M | -5.8% | -32.6% | +26.8% | -2.5% |
| 6M | +12.7% | -3.6% | +16.3% | +10.1% |
| YTD | +41.4% | +27.4% | +14.0% | +32.8% |
| 1Y | +92.1% | +24.9% | +67.1% | +78.7% |
| 3Y | +197.5% | -75.3% | +272.8% | +208.1% |
| 5Y | +327.9% | -86.3% | +414.2% | +359.1% |
| All | +1,123.7% | +118.8% | +1,005.0% | +814.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling