+9.1%
CME vs SEDG
+17.9%
-8.8%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.6% | +6.2% | +0.3% |
| 7D | -1.6% | +1.4% | -3.0% | -1.5% |
| 30D | +5.6% | +8.3% | -2.7% | +6.0% |
| 3M | +5.6% | -40.7% | +46.2% | +4.5% |
| 6M | -8.3% | -3.9% | -4.4% | -9.6% |
| YTD | +4.3% | +20.2% | -15.9% | +2.6% |
| 1Y | +9.1% | +17.6% | -8.5% | +7.2% |
| All | +9.1% | +17.9% | -8.8% | +7.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling