+132.2%
COP vs SEDG
-93.5%
+225.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.8% | +3.4% | +1.7% |
| 7D | +4.4% | -13.3% | +17.7% | +5.1% |
| 30D | 0.0% | -21.9% | +21.8% | +1.1% |
| 3M | +15.0% | -25.9% | +40.9% | +16.4% |
| 6M | +22.0% | -44.2% | +66.2% | +23.5% |
| YTD | +55.3% | -17.3% | +72.7% | +51.5% |
| 1Y | +64.1% | -34.5% | +98.6% | +62.4% |
| 3Y | +34.1% | -66.7% | +100.8% | +31.5% |
| All | +132.2% | -93.5% | +225.7% | +176.1% |
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 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