+28.8%
SEDG vs COO
+37.5%
-8.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.1% | +3.6% |
| 7D | -11.2% | -2.3% | -8.8% | -10.1% |
| 30D | -15.3% | +13.3% | -28.6% | -21.1% |
| 3M | -19.9% | -18.1% | -1.9% | -12.7% |
| 6M | -36.2% | +6.7% | -42.9% | -41.7% |
| YTD | -7.6% | -23.2% | +15.7% | +2.6% |
| 1Y | -40.3% | -12.3% | -28.1% | -39.2% |
| 3Y | -62.5% | -23.6% | -39.0% | -59.5% |
| 5Y | -92.6% | -38.7% | -53.8% | -91.0% |
| 10Y | +99.8% | +42.2% | +57.6% | +47.4% |
| All | +28.8% | +37.5% | -8.6% | +10.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling