+108.6%
SEDG vs CASY
+468.0%
-359.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -14.2% | +10.9% | +1.5% |
| 7D | +3.6% | -16.5% | +20.1% | +9.7% |
| 30D | +9.3% | -26.4% | +35.7% | +20.4% |
| 3M | -39.1% | -17.3% | -21.8% | -37.1% |
| 6M | +1.8% | -5.2% | +7.0% | -1.8% |
| YTD | +22.0% | +14.1% | +8.0% | +8.9% |
| 1Y | +17.2% | +16.6% | +0.6% | +3.2% |
| 3Y | -76.3% | +163.7% | -240.1% | -85.8% |
| 5Y | -87.2% | +231.3% | -318.5% | -93.1% |
| 10Y | +108.6% | +462.9% | -354.3% | -13.3% |
| All | +108.6% | +468.0% | -359.4% | -13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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