-9.8%
GDDY vs SEDG
-14.2%
+4.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -12.7% | +14.2% | +0.8% |
| 7D | +13.4% | -14.2% | +27.6% | +12.6% |
| 30D | +22.3% | -23.0% | +45.4% | +20.9% |
| 3M | +30.9% | -22.7% | +53.6% | +29.7% |
| 6M | +37.3% | -41.3% | +78.6% | +33.8% |
| YTD | -3.2% | -9.2% | +6.0% | -7.7% |
| 1Y | -9.8% | -36.1% | +26.4% | -12.4% |
| All | -9.8% | -14.2% | +4.4% | -12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SEDG.
Daily Out/Under-Performance
Portfolio return minus SEDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEDG 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 1y: compounded portfolio wealth divided by compounded SEDG 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…
1y analysis · Full analysis span regression · 6 months rolling