+1,139.8%
CAT vs SEDG
+109.6%
+1,030.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.5% | -0.4% |
| 7D | +2.9% | +3.6% | -0.7% | +2.5% |
| 30D | -2.6% | +9.3% | -11.9% | -3.9% |
| 3M | -10.7% | -39.1% | +28.4% | -6.4% |
| 6M | +16.1% | +1.8% | +14.4% | +12.7% |
| YTD | +43.2% | +22.0% | +21.2% | +35.2% |
| 1Y | +96.8% | +17.2% | +79.6% | +84.5% |
| 3Y | +201.4% | -76.3% | +277.7% | +213.8% |
| 5Y | +332.7% | -87.2% | +419.9% | +368.3% |
| All | +1,139.8% | +109.6% | +1,030.2% | +831.7% |
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