+17.2%
COMP vs SEDG
-10.6%
+27.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.6% | +0.5% |
| 7D | +1.4% | +8.9% | -7.5% | +1.4% |
| 30D | -13.3% | +0.9% | -14.2% | -13.4% |
| 3M | +41.1% | -53.2% | +94.4% | +38.6% |
| 6M | +17.2% | -9.9% | +27.0% | +21.9% |
| All | +17.2% | -10.6% | +27.8% | +21.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling