-19.8%
CHTR vs SEDG
+73.0%
-92.8%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -5.6% | +9.3% | +4.1% |
| 7D | -4.1% | +1.4% | -5.5% | -4.2% |
| 30D | -3.0% | +8.3% | -11.3% | -3.7% |
| 3M | +4.8% | -40.7% | +45.4% | +7.9% |
| 6M | -35.0% | -3.9% | -31.1% | -36.5% |
| YTD | -30.2% | +20.2% | -50.4% | -33.5% |
| 1Y | -44.8% | +17.6% | -62.4% | -47.8% |
| 3Y | -66.6% | -76.6% | +10.1% | -65.7% |
| 5Y | -81.5% | -87.1% | +5.6% | -80.5% |
| 10Y | -44.8% | +105.5% | -150.3% | -55.7% |
| All | -19.8% | +73.0% | -92.8% | -31.2% |
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