+226.7%
GDX vs SEDG
-86.8%
+313.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +4.4% | -7.8% | -3.8% |
| 7D | -5.4% | +8.7% | -14.1% | -6.1% |
| 30D | +6.6% | +10.3% | -3.8% | +5.5% |
| 3M | +30.1% | -32.6% | +62.7% | +33.0% |
| 6M | -7.1% | -3.6% | -3.5% | -9.4% |
| YTD | +12.0% | +27.4% | -15.4% | +6.0% |
| 1Y | +41.2% | +24.9% | +16.3% | +33.0% |
| 3Y | +251.0% | -75.3% | +326.3% | +279.7% |
| 5Y | +226.7% | -86.3% | +313.1% | +267.3% |
| All | +226.7% | -86.8% | +313.5% | +267.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling