+469.7%
CSCO vs SEDG
+81.7%
+388.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.5% | -6.5% | -0.6% |
| 7D | -0.5% | +12.1% | -12.6% | -1.5% |
| 30D | -10.1% | +14.7% | -24.8% | -11.3% |
| 3M | -11.7% | -43.0% | +31.3% | -8.4% |
| 6M | +40.1% | +9.0% | +31.1% | +36.6% |
| YTD | +43.8% | +26.3% | +17.5% | +37.7% |
| 1Y | +66.6% | +8.9% | +57.7% | +59.5% |
| 3Y | +108.5% | -75.5% | +184.0% | +113.7% |
| 5Y | +114.0% | -86.7% | +200.7% | +124.7% |
| 10Y | +366.8% | +110.6% | +256.2% | +243.0% |
| All | +469.7% | +81.7% | +388.0% | +316.2% |
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