-87.3%
SEDG vs SCCO
+303.5%
-390.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.3% | -5.3% | -5.4% |
| 7D | +1.4% | -2.7% | +4.1% | +2.6% |
| 30D | +8.3% | -0.7% | +9.0% | +7.3% |
| 3M | -40.7% | +8.1% | -48.7% | -44.2% |
| 6M | -3.9% | +4.1% | -8.0% | -9.8% |
| YTD | +20.2% | +41.1% | -20.9% | -11.0% |
| 1Y | +17.6% | +95.6% | -78.0% | -30.0% |
| 3Y | -76.6% | +179.3% | -255.9% | -88.8% |
| All | -87.3% | +303.5% | -390.9% | -95.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 SCCO 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