+225.4%
CVX vs SEDG
+81.7%
+143.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.5% | -5.9% | 0.0% |
| 7D | -0.6% | +12.1% | -12.7% | -1.5% |
| 30D | +13.4% | +14.7% | -1.3% | +12.0% |
| 3M | +11.8% | -43.0% | +54.9% | +15.7% |
| 6M | +12.4% | +9.0% | +3.4% | +8.0% |
| YTD | +41.5% | +26.3% | +15.2% | +33.2% |
| 1Y | +41.6% | +8.9% | +32.7% | +33.3% |
| 3Y | +42.2% | -75.5% | +117.8% | +44.8% |
| 5Y | +166.0% | -86.7% | +252.7% | +179.3% |
| 10Y | +207.2% | +110.6% | +96.6% | +126.8% |
| All | +225.4% | +81.7% | +143.7% | +142.8% |
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