-9.9%
COST vs SEDG
+7.5%
-17.4%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.5% | -1.0% |
| 7D | -2.8% | +3.6% | -6.4% | -2.6% |
| 30D | -5.3% | +9.3% | -14.6% | -4.8% |
| 3M | -6.7% | -39.1% | +32.4% | -7.9% |
| 6M | -9.9% | +1.8% | -11.7% | -9.4% |
| All | -9.9% | +7.5% | -17.4% | -9.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling