+142.3%
CI vs SEDG
+118.8%
+23.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.4% | -3.4% | +0.8% |
| 7D | -1.3% | +8.7% | -10.1% | -1.8% |
| 30D | +3.1% | +10.3% | -7.2% | +2.5% |
| 3M | -4.5% | -32.6% | +28.1% | -3.3% |
| 6M | +8.3% | -3.6% | +11.8% | +6.0% |
| YTD | +3.8% | +27.4% | -23.6% | -0.7% |
| 1Y | -5.0% | +24.9% | -29.9% | -9.9% |
| 3Y | +5.8% | -75.3% | +81.1% | +8.1% |
| 5Y | +50.6% | -86.3% | +136.9% | +56.2% |
| All | +142.3% | +118.8% | +23.5% | +79.9% |
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