+33.8%
CMCSA vs SEDG
+81.7%
-47.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.5% | -7.1% | -1.0% |
| 7D | +0.1% | +12.1% | -12.0% | -0.7% |
| 30D | +3.8% | +14.7% | -10.9% | +2.7% |
| 3M | +12.3% | -43.0% | +55.4% | +15.6% |
| 6M | -15.4% | +9.0% | -24.4% | -17.8% |
| YTD | -2.5% | +26.3% | -28.8% | -6.8% |
| 1Y | -13.4% | +8.9% | -22.3% | -17.1% |
| 3Y | -30.4% | -75.5% | +45.2% | -29.0% |
| 5Y | -45.0% | -86.7% | +41.7% | -42.6% |
| 10Y | +10.2% | +110.6% | -100.4% | -13.0% |
| All | +33.8% | +81.7% | -47.9% | +3.5% |
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 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