+139.8%
CBOE vs SEDG
-87.2%
+227.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.6% | +3.4% | -2.3% |
| 7D | -5.8% | +1.4% | -7.2% | -5.8% |
| 30D | -3.1% | +8.3% | -11.5% | -3.1% |
| 3M | -4.8% | -40.7% | +35.9% | -4.6% |
| 6M | -0.6% | -3.9% | +3.3% | -1.2% |
| YTD | +12.8% | +20.2% | -7.4% | +11.4% |
| 1Y | +19.8% | +17.6% | +2.2% | +18.1% |
| 3Y | +86.9% | -76.6% | +163.6% | +95.0% |
| All | +139.8% | -87.2% | +227.0% | +154.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling