+66.4%
CME vs SEDG
-65.9%
+132.4%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +0.7% |
| 7D | +3.9% | -13.3% | +17.3% | +3.6% |
| 30D | +11.3% | -21.9% | +33.2% | +10.8% |
| 3M | +19.6% | -25.9% | +45.4% | +18.9% |
| 6M | +8.1% | -44.2% | +52.3% | +7.0% |
| YTD | +20.4% | -17.3% | +37.7% | +19.7% |
| 1Y | +16.5% | -34.5% | +51.0% | +15.6% |
| 3Y | +66.4% | -66.7% | +133.1% | +67.1% |
| All | +66.4% | -65.9% | +132.4% | +67.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling