-5.7%
SEDG vs CHD
+30.9%
-36.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +2.6% | -11.3% | -6.7% |
| 7D | +1.8% | +6.9% | -5.2% | +7.1% |
| 30D | -12.7% | +17.1% | -29.8% | -1.4% |
| 3M | -38.4% | +9.1% | -47.5% | -34.3% |
| 6M | -27.7% | +21.4% | -49.1% | -14.4% |
| YTD | +4.1% | +34.9% | -30.8% | +36.0% |
| 1Y | -5.7% | +31.0% | -36.7% | +23.8% |
| All | -5.7% | +30.9% | -36.6% | +23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 1y: compounded portfolio wealth divided by compounded CHD 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…
1y analysis · Full analysis span regression · 6 months rolling