+219.2%
CVX vs SEDG
+106.4%
+112.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.6% | +6.2% | +1.1% |
| 7D | +2.6% | +1.4% | +1.2% | +2.4% |
| 30D | +9.8% | +8.3% | +1.5% | +8.9% |
| 3M | +16.2% | -40.7% | +56.9% | +19.8% |
| 6M | +13.6% | -3.9% | +17.5% | +10.4% |
| YTD | +44.4% | +20.2% | +24.2% | +36.3% |
| 1Y | +40.6% | +17.6% | +23.0% | +31.2% |
| 3Y | +48.2% | -76.6% | +124.8% | +52.5% |
| 5Y | +172.3% | -87.1% | +259.4% | +188.7% |
| All | +219.2% | +106.4% | +112.8% | +148.1% |
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