-22.3%
CLF vs SEDG
-63.2%
+40.9%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -6.5% | +11.4% | +5.6% |
| 7D | -9.1% | -21.4% | +12.3% | -6.5% |
| 30D | -0.9% | -19.7% | +18.8% | +1.4% |
| 3M | +3.0% | -19.7% | +22.7% | +5.0% |
| 6M | +16.7% | -37.4% | +54.1% | +19.8% |
| YTD | -3.2% | -10.4% | +7.2% | -6.6% |
| 1Y | +24.6% | -43.0% | +67.6% | +26.2% |
| 3Y | -22.3% | -63.6% | +41.4% | -23.7% |
| All | -22.3% | -63.2% | +40.9% | -23.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling