+100.2%
SEDG vs CHD
+126.1%
-25.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.2% | -5.9% | -5.7% |
| 7D | +1.4% | -4.5% | +5.9% | +1.8% |
| 30D | +8.3% | -6.7% | +15.0% | +8.9% |
| 3M | -40.7% | -2.7% | -37.9% | -40.6% |
| 6M | -3.9% | -4.9% | +1.0% | -3.7% |
| YTD | +20.2% | +13.3% | +6.9% | +17.2% |
| 1Y | +17.6% | +1.0% | +16.6% | +16.6% |
| 3Y | -76.6% | +1.3% | -77.9% | -76.9% |
| 5Y | -87.1% | +20.8% | -107.9% | -88.1% |
| All | +100.2% | +126.1% | -25.9% | +56.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling