+358.1%
CME vs SEDG
+81.7%
+276.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.5% | -7.6% | -1.3% |
| 7D | -2.9% | +12.1% | -15.0% | -3.2% |
| 30D | +5.5% | +14.7% | -9.2% | +5.0% |
| 3M | +11.0% | -43.0% | +54.0% | +12.4% |
| 6M | -9.7% | +9.0% | -18.7% | -11.3% |
| YTD | +4.9% | +26.3% | -21.4% | +2.1% |
| 1Y | +10.1% | +8.9% | +1.1% | +7.2% |
| 3Y | +53.5% | -75.5% | +129.0% | +57.5% |
| 5Y | +77.2% | -86.7% | +163.9% | +84.4% |
| 10Y | +282.1% | +110.6% | +171.6% | +226.5% |
| All | +358.1% | +81.7% | +276.4% | +284.6% |
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