-46.7%
CMCSA vs SEDG
-86.8%
+40.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.4% | -2.0% | +2.1% |
| 7D | -5.6% | +8.7% | -14.3% | -5.9% |
| 30D | -1.9% | +10.3% | -12.2% | -2.4% |
| 3M | +6.4% | -32.6% | +39.1% | +7.8% |
| 6M | -16.9% | -3.6% | -13.4% | -18.2% |
| YTD | -6.8% | +27.4% | -34.2% | -10.1% |
| 1Y | -15.9% | +24.9% | -40.8% | -19.4% |
| 3Y | -33.4% | -75.3% | +41.9% | -30.5% |
| 5Y | -46.7% | -86.3% | +39.6% | -43.5% |
| All | -46.7% | -86.8% | +40.1% | -43.5% |
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