+51.6%
CME vs SEDG
-76.7%
+128.3%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.5% | -0.9% |
| 7D | -0.6% | +3.6% | -4.3% | -0.6% |
| 30D | +4.7% | +9.3% | -4.6% | +4.9% |
| 3M | +7.8% | -39.1% | +46.9% | +7.2% |
| 6M | -11.0% | +1.8% | -12.8% | -11.1% |
| YTD | +4.0% | +22.0% | -18.0% | +4.2% |
| 1Y | +9.1% | +17.2% | -8.1% | +9.4% |
| All | +51.6% | -76.7% | +128.3% | +55.5% |
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 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