+485.4%
CBOE vs SEDG
+75.6%
+409.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.9% | -0.4% |
| 7D | -0.8% | +3.6% | -4.4% | -0.8% |
| 30D | +2.7% | +9.3% | -6.6% | +2.4% |
| 3M | +0.7% | -39.1% | +39.8% | +1.5% |
| 6M | -2.0% | +1.8% | -3.8% | -3.2% |
| YTD | +17.1% | +22.0% | -4.9% | +14.6% |
| 1Y | +26.5% | +17.2% | +9.3% | +23.4% |
| 3Y | +96.1% | -76.3% | +172.5% | +99.7% |
| 5Y | +149.3% | -87.2% | +236.5% | +157.0% |
| 10Y | +386.5% | +108.6% | +277.9% | +332.9% |
| All | +485.4% | +75.6% | +409.8% | +401.7% |
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 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