-36.2%
SEDG vs COO
+4.6%
-40.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.1% | +2.6% |
| 7D | -11.2% | -2.3% | -8.8% | -12.2% |
| 30D | -15.3% | +13.3% | -28.6% | -9.7% |
| 3M | -19.9% | -18.1% | -1.9% | -30.0% |
| 6M | -36.2% | +6.7% | -42.9% | -10.9% |
| All | -36.2% | +4.6% | -40.8% | -10.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling