+164.7%
COPX vs SEDG
-87.2%
+251.9%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.6% | +5.5% | +0.7% |
| 7D | -2.3% | +1.4% | -3.8% | -2.6% |
| 30D | +0.3% | +8.3% | -8.0% | -1.2% |
| 3M | +6.8% | -40.7% | +47.5% | +12.9% |
| 6M | +7.9% | -3.9% | +11.9% | +4.3% |
| YTD | +23.7% | +20.2% | +3.5% | +14.8% |
| 1Y | +71.5% | +17.6% | +53.9% | +57.1% |
| 3Y | +149.1% | -76.6% | +225.7% | +170.5% |
| All | +164.7% | -87.2% | +251.9% | +200.5% |
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