+175.6%
CLF vs SEDG
+70.6%
+105.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.2% | +0.6% | +1.6% |
| 7D | +7.6% | +8.9% | -1.3% | +6.0% |
| 30D | -1.2% | +0.9% | -2.1% | -1.7% |
| 3M | -13.4% | -53.2% | +39.9% | -3.2% |
| 6M | +15.4% | -9.9% | +25.3% | +10.2% |
| YTD | -5.9% | +18.5% | -24.4% | -15.5% |
| 1Y | +18.8% | +0.1% | +18.7% | +8.4% |
| 3Y | -19.4% | -78.9% | +59.5% | -12.2% |
| 5Y | -47.7% | -88.0% | +40.3% | -38.8% |
| 10Y | +130.4% | +97.5% | +32.9% | +39.1% |
| All | +175.6% | +70.6% | +105.0% | +68.4% |
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