+212.7%
GDX vs SEDG
-65.9%
+278.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | -0.1% |
| 7D | -6.8% | -13.3% | +6.5% | -5.9% |
| 30D | -2.1% | -21.9% | +19.7% | -0.7% |
| 3M | -7.5% | -25.9% | +18.4% | -6.0% |
| 6M | -15.2% | -44.2% | +29.1% | -13.1% |
| YTD | -4.8% | -17.3% | +12.5% | -6.4% |
| 1Y | +6.7% | -34.5% | +41.2% | +6.6% |
| 3Y | +212.7% | -66.7% | +279.4% | +237.9% |
| All | +212.7% | -65.9% | +278.7% | +237.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling