+108.4%
CSCO vs SEDG
-76.7%
+185.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.3% | +3.6% | +0.4% |
| 7D | 0.0% | +3.6% | -3.6% | -0.2% |
| 30D | -10.7% | +9.3% | -20.0% | -11.3% |
| 3M | -8.7% | -39.1% | +30.3% | -6.7% |
| 6M | +44.9% | +1.8% | +43.1% | +44.0% |
| YTD | +44.1% | +22.0% | +22.1% | +41.9% |
| 1Y | +65.9% | +17.2% | +48.7% | +62.4% |
| All | +108.4% | -76.7% | +185.1% | +106.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling