+161.9%
CI vs SEDG
+19.0%
+143.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.1% | +0.3% |
| 7D | +1.2% | -13.3% | +14.5% | +1.9% |
| 30D | +2.6% | -21.9% | +24.4% | +3.7% |
| 3M | +7.4% | -25.9% | +33.3% | +8.7% |
| 6M | -0.1% | -44.2% | +44.1% | +1.1% |
| YTD | +9.7% | -17.3% | +27.1% | +7.2% |
| 1Y | +12.1% | -34.5% | +46.6% | +11.0% |
| 3Y | +7.0% | -66.7% | +73.7% | +4.6% |
| 5Y | +49.7% | -93.4% | +143.1% | +62.3% |
| 10Y | +147.2% | +78.7% | +68.6% | +96.0% |
| All | +161.9% | +19.0% | +143.0% | +98.1% |
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