+338.5%
COP vs SEDG
+106.4%
+232.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.6% | +5.9% | +0.8% |
| 7D | +2.3% | +1.4% | +0.9% | +2.1% |
| 30D | +8.6% | +8.3% | +0.3% | +7.4% |
| 3M | +19.9% | -40.7% | +60.5% | +24.5% |
| 6M | +19.0% | -3.9% | +22.9% | +14.9% |
| YTD | +50.0% | +20.2% | +29.8% | +39.6% |
| 1Y | +50.5% | +17.6% | +32.9% | +38.3% |
| 3Y | +25.2% | -76.6% | +101.8% | +30.4% |
| 5Y | +194.3% | -87.1% | +281.4% | +217.7% |
| All | +338.5% | +106.4% | +232.1% | +194.2% |
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