-41.6%
CHWY vs SEDG
-39.9%
-1.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -5.6% | +2.6% | -2.1% |
| 7D | -13.6% | +1.4% | -15.0% | -13.8% |
| 30D | -8.5% | +8.3% | -16.9% | -10.2% |
| 3M | +8.9% | -40.7% | +49.6% | +16.2% |
| 6M | -20.5% | -3.9% | -16.6% | -25.4% |
| YTD | -38.2% | +20.2% | -58.4% | -45.4% |
| 1Y | -43.3% | +17.6% | -60.9% | -51.3% |
| 3Y | -8.5% | -76.6% | +68.1% | +2.7% |
| 5Y | -72.7% | -87.1% | +14.3% | -64.4% |
| All | -41.6% | -39.9% | -1.6% | -46.3% |
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