+127.6%
CLF vs SEDG
+103.5%
+24.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.3% | +1.7% | -1.0% |
| 7D | -2.7% | +3.6% | -6.3% | -3.3% |
| 30D | -3.2% | +9.3% | -12.5% | -5.1% |
| 3M | -5.0% | -39.1% | +34.1% | +1.2% |
| 6M | +26.6% | +1.8% | +24.8% | +18.0% |
| YTD | -9.0% | +22.0% | -31.0% | -18.8% |
| 1Y | +11.8% | +17.2% | -5.4% | -0.9% |
| 3Y | -15.1% | -76.3% | +61.2% | -8.6% |
| 5Y | -48.2% | -87.2% | +39.0% | -39.2% |
| 10Y | +127.6% | +108.6% | +19.0% | +48.2% |
| All | +127.6% | +103.5% | +24.1% | +48.2% |
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 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