-29.9%
COMP vs SEDG
-87.9%
+58.0%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.6% | +0.3% |
| 7D | +1.4% | +8.9% | -7.5% | -0.7% |
| 30D | -13.3% | +0.9% | -14.2% | -13.8% |
| 3M | +41.1% | -53.2% | +94.4% | +62.7% |
| 6M | +17.2% | -9.9% | +27.0% | +8.7% |
| YTD | +5.2% | +18.5% | -13.3% | -11.5% |
| 1Y | +18.9% | +0.1% | +18.8% | +0.2% |
| 3Y | +215.9% | -78.9% | +294.8% | +352.3% |
| All | -29.9% | -87.9% | +58.0% | +20.9% |
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