-27.8%
COIN vs SEDG
-87.2%
+59.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.6% | +7.4% | +3.0% |
| 7D | -5.1% | +1.4% | -6.5% | -5.6% |
| 30D | +17.6% | +8.3% | +9.3% | +14.9% |
| 3M | +9.2% | -40.7% | +49.9% | +19.0% |
| 6M | -11.8% | -3.9% | -7.9% | -18.1% |
| YTD | -22.5% | +20.2% | -42.7% | -32.8% |
| 1Y | -45.9% | +17.6% | -63.5% | -53.8% |
| 3Y | +117.4% | -76.6% | +194.0% | +217.1% |
| All | -27.8% | -87.2% | +59.3% | +43.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling