+359.9%
CSCO vs SEDG
+118.8%
+241.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.4% | -6.2% | -2.2% |
| 7D | -1.1% | +8.7% | -9.8% | -1.8% |
| 30D | -10.8% | +10.3% | -21.1% | -11.7% |
| 3M | -9.2% | -32.6% | +23.4% | -7.1% |
| 6M | +39.5% | -3.6% | +43.1% | +37.4% |
| YTD | +41.5% | +27.4% | +14.1% | +35.5% |
| 1Y | +61.0% | +24.9% | +36.0% | +52.4% |
| 3Y | +105.2% | -75.3% | +180.5% | +111.6% |
| 5Y | +113.4% | -86.3% | +199.8% | +124.9% |
| All | +359.9% | +118.8% | +241.1% | +234.4% |
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