+308.5%
CSCO vs SEDG
+80.7%
+227.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.8% | -4.4% | -6.1% |
| 7D | +1.9% | -13.3% | +15.2% | +3.1% |
| 30D | -15.8% | -21.9% | +6.0% | -14.2% |
| 3M | -15.4% | -25.9% | +10.5% | -13.6% |
| 6M | -5.4% | -44.2% | +38.8% | -2.2% |
| YTD | +26.5% | -17.3% | +43.8% | +25.1% |
| 1Y | +25.9% | -34.5% | +60.4% | +26.7% |
| 3Y | +97.5% | -66.7% | +164.2% | +95.6% |
| 5Y | +93.0% | -93.4% | +186.4% | +119.1% |
| All | +308.5% | +80.7% | +227.8% | +200.8% |
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