-47.0%
CLF vs SEDG
-87.2%
+40.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +6.5% | -8.2% | -2.6% |
| 7D | +6.5% | +12.1% | -5.6% | +4.8% |
| 30D | +0.2% | +14.7% | -14.5% | -2.0% |
| 3M | -3.1% | -43.0% | +40.0% | +3.0% |
| 6M | +25.0% | +9.0% | +16.0% | +16.8% |
| YTD | -7.5% | +26.3% | -33.7% | -16.0% |
| 1Y | +11.5% | +8.9% | +2.6% | +2.4% |
| 3Y | -13.7% | -75.5% | +61.8% | -1.1% |
| 5Y | -47.0% | -86.7% | +39.7% | -37.1% |
| All | -47.0% | -87.2% | +40.2% | -37.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling