+478.9%
GDX vs SEDG
+70.6%
+408.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.2% | -3.4% | -2.3% |
| 7D | -0.4% | +8.9% | -9.3% | -1.1% |
| 30D | +18.6% | +0.9% | +17.7% | +18.4% |
| 3M | +14.9% | -53.2% | +68.1% | +21.1% |
| 6M | -6.3% | -9.9% | +3.6% | -7.9% |
| YTD | +15.7% | +18.5% | -2.8% | +10.7% |
| 1Y | +54.8% | +0.1% | +54.7% | +49.0% |
| 3Y | +253.4% | -78.9% | +332.3% | +265.9% |
| 5Y | +219.7% | -88.0% | +307.7% | +239.1% |
| 10Y | +300.2% | +97.5% | +202.7% | +259.3% |
| All | +478.9% | +70.6% | +408.3% | +462.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling