+112.2%
SEDG vs CAPR
-78.6%
+190.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -3.9% | +8.3% | +4.5% |
| 7D | +8.7% | -10.6% | +19.3% | +9.0% |
| 30D | +10.3% | +111.2% | -100.9% | +7.6% |
| 3M | -32.6% | -67.2% | +34.6% | -31.9% |
| 6M | -3.6% | -75.1% | +71.6% | -1.9% |
| YTD | +27.4% | -71.2% | +98.6% | +28.8% |
| 1Y | +24.9% | +31.1% | -6.2% | +11.8% |
| 3Y | -75.3% | +31.3% | -106.6% | -79.3% |
| 5Y | -86.3% | +69.4% | -155.7% | -88.9% |
| All | +112.2% | -78.6% | +190.8% | +61.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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