-75.4%
SEDG vs COO
-23.0%
-52.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -2.7% | +9.3% | +7.6% |
| 7D | +12.1% | -2.3% | +14.4% | +13.1% |
| 30D | +14.7% | -8.8% | +23.5% | +19.0% |
| 3M | -43.0% | +1.3% | -44.4% | -44.0% |
| 6M | +9.0% | -11.6% | +20.6% | +14.8% |
| YTD | +26.3% | -17.4% | +43.7% | +38.5% |
| 1Y | +8.9% | -1.6% | +10.5% | +7.2% |
| All | -75.4% | -23.0% | -52.4% | -72.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 3y: compounded portfolio wealth divided by compounded COO 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…
3y analysis · Full analysis span regression · 6 months rolling