+623.8%
COST vs SEDG
+75.6%
+548.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.5% | -0.7% |
| 7D | -2.8% | +3.6% | -6.4% | -3.0% |
| 30D | -5.3% | +9.3% | -14.6% | -5.7% |
| 3M | -6.7% | -39.1% | +32.4% | -5.2% |
| 6M | -9.9% | +1.8% | -11.7% | -11.7% |
| YTD | +5.1% | +22.0% | -16.9% | +1.6% |
| 1Y | -7.3% | +17.2% | -24.5% | -10.9% |
| 3Y | +70.4% | -76.3% | +146.7% | +74.5% |
| 5Y | +104.4% | -87.2% | +191.7% | +114.8% |
| 10Y | +609.0% | +108.6% | +500.4% | +533.8% |
| All | +623.8% | +75.6% | +548.2% | +550.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling