+61.0%
CIFR vs SEDG
-88.3%
+149.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +4.4% | -10.1% | -6.9% |
| 7D | -8.2% | +8.7% | -17.0% | -10.3% |
| 30D | -7.4% | +10.3% | -17.7% | -10.3% |
| 3M | -24.2% | -32.6% | +8.5% | -17.5% |
| 6M | +14.2% | -3.6% | +17.8% | +9.9% |
| YTD | +8.0% | +27.4% | -19.4% | -4.1% |
| 1Y | +55.5% | +24.9% | +30.6% | +37.6% |
| 3Y | +429.6% | -75.3% | +504.9% | +557.8% |
| 5Y | +20.8% | -86.3% | +107.1% | +75.9% |
| All | +61.0% | -88.3% | +149.3% | +134.1% |
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 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