+395.2%
COR vs SEDG
+106.4%
+288.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.6% | +5.8% | +0.3% |
| 7D | -2.8% | +1.4% | -4.2% | -2.9% |
| 30D | +2.6% | +8.3% | -5.8% | +2.3% |
| 3M | +14.5% | -40.7% | +55.1% | +15.5% |
| 6M | -7.8% | -3.9% | -3.9% | -8.8% |
| YTD | -4.2% | +20.2% | -24.4% | -6.1% |
| 1Y | +7.0% | +17.6% | -10.6% | +4.5% |
| 3Y | +85.5% | -76.6% | +162.1% | +91.9% |
| 5Y | +181.2% | -87.1% | +268.3% | +194.2% |
| All | +395.2% | +106.4% | +288.7% | +298.4% |
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