+24.8%
GDX vs SEDG
-5.0%
+29.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -8.7% | +17.7% | +9.7% |
| 7D | +0.8% | +1.8% | -1.0% | +0.4% |
| 30D | -3.2% | -12.7% | +9.4% | -2.3% |
| 3M | +8.6% | -38.4% | +47.0% | +11.8% |
| 6M | -1.2% | -27.7% | +26.5% | -0.7% |
| YTD | -1.4% | +4.1% | -5.4% | -9.0% |
| 1Y | +24.8% | -5.7% | +30.4% | +15.8% |
| All | +24.8% | -5.0% | +29.8% | +15.8% |
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