+54.8%
GDX vs SEDG
+3.4%
+51.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.2% | -3.4% | -2.3% |
| 7D | -0.4% | +8.9% | -9.3% | -1.2% |
| 30D | +18.6% | +0.9% | +17.7% | +18.3% |
| 3M | +14.9% | -53.2% | +68.1% | +22.1% |
| 6M | -6.3% | -9.9% | +3.6% | -9.1% |
| YTD | +15.7% | +18.5% | -2.8% | +6.6% |
| 1Y | +54.8% | +0.1% | +54.7% | +47.8% |
| All | +54.8% | +3.4% | +51.4% | +47.8% |
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