+496.7%
CSX vs SEDG
+103.5%
+393.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.3% | +2.1% | -1.0% |
| 7D | -0.6% | +3.6% | -4.2% | -0.9% |
| 30D | -3.2% | +9.3% | -12.5% | -4.1% |
| 3M | +2.6% | -39.1% | +41.7% | +5.6% |
| 6M | +19.8% | +1.8% | +18.0% | +16.4% |
| YTD | +34.7% | +22.0% | +12.6% | +28.1% |
| 1Y | +52.1% | +17.2% | +34.9% | +43.4% |
| 3Y | +68.4% | -76.3% | +144.8% | +75.1% |
| 5Y | +65.1% | -87.2% | +152.3% | +77.3% |
| 10Y | +496.7% | +108.6% | +388.1% | +372.5% |
| All | +496.7% | +103.5% | +393.2% | +372.5% |
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 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