-49.1%
COMP vs SEDG
-90.9%
+41.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.1% | -0.4% | +2.0% |
| 7D | +2.2% | -11.2% | +13.4% | +5.2% |
| 30D | +16.3% | -15.3% | +31.6% | +20.6% |
| 3M | -19.1% | -19.9% | +0.8% | -15.8% |
| 6M | +17.1% | -36.2% | +53.3% | +21.3% |
| YTD | -2.9% | -7.6% | +4.6% | -14.0% |
| 1Y | +8.8% | -40.3% | +49.1% | +7.9% |
| 3Y | +423.5% | -62.5% | +486.0% | +410.6% |
| 5Y | -10.5% | -92.6% | +82.1% | +71.0% |
| All | -49.1% | -90.9% | +41.8% | -11.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling