+76.0%
SEDG vs CHD
+165.8%
-89.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -2.0% | +8.6% | +6.8% |
| 7D | +12.1% | -2.9% | +15.0% | +12.5% |
| 30D | +14.7% | -6.2% | +20.9% | +15.5% |
| 3M | -43.0% | +1.6% | -44.6% | -43.3% |
| 6M | +9.0% | -3.5% | +12.6% | +9.1% |
| YTD | +26.3% | +16.2% | +10.1% | +22.1% |
| 1Y | +8.9% | +3.4% | +5.5% | +7.4% |
| 3Y | -75.5% | +4.6% | -80.1% | -76.1% |
| 5Y | -86.7% | +21.1% | -107.8% | -87.8% |
| 10Y | +110.6% | +126.5% | -16.0% | +55.7% |
| All | +76.0% | +165.8% | -89.8% | +6.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling