+412.6%
CSX vs SEDG
+117.8%
+294.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.5% | +2.2% | +2.7% |
| 7D | -2.2% | -8.4% | +6.2% | -1.7% |
| 30D | +6.8% | -14.1% | +20.9% | +7.9% |
| 3M | +0.7% | -12.9% | +13.6% | +1.3% |
| 6M | +13.3% | -33.0% | +46.3% | +14.2% |
| YTD | +40.5% | -4.1% | +44.7% | +35.7% |
| 1Y | +44.7% | -30.9% | +75.5% | +43.2% |
| 3Y | +74.5% | -60.7% | +135.2% | +69.3% |
| 5Y | +52.0% | -92.1% | +144.1% | +72.0% |
| 10Y | +412.6% | +97.6% | +315.1% | +304.3% |
| All | +412.6% | +117.8% | +294.9% | +304.3% |
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