+606.1%
COST vs SEDG
+106.4%
+499.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.6% | +5.9% | +0.5% |
| 7D | -1.2% | +1.4% | -2.6% | -1.3% |
| 30D | -4.7% | +8.3% | -13.0% | -5.2% |
| 3M | -7.1% | -40.7% | +33.5% | -5.5% |
| 6M | -8.5% | -3.9% | -4.6% | -10.2% |
| YTD | +5.4% | +20.2% | -14.8% | +1.7% |
| 1Y | -5.6% | +17.6% | -23.2% | -9.6% |
| 3Y | +68.5% | -76.6% | +145.1% | +74.2% |
| 5Y | +105.2% | -87.1% | +192.3% | +118.2% |
| All | +606.1% | +106.4% | +499.6% | +541.2% |
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