-86.3%
SEDG vs CHD
+19.7%
-106.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.3% | +5.7% | +4.2% |
| 7D | +8.7% | -4.7% | +13.4% | +8.1% |
| 30D | +10.3% | -8.3% | +18.6% | +9.2% |
| 3M | -32.6% | -4.0% | -28.6% | -32.7% |
| 6M | -3.6% | -6.5% | +3.0% | -3.6% |
| YTD | +27.4% | +13.1% | +14.3% | +27.7% |
| 1Y | +24.9% | +2.3% | +22.6% | +25.4% |
| 3Y | -75.3% | +1.8% | -77.1% | -75.1% |
| 5Y | -86.3% | +20.6% | -106.9% | -85.9% |
| All | -86.3% | +19.7% | -106.0% | -85.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling