+376.1%
GDX vs SEDG
+19.0%
+357.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | -0.1% |
| 7D | -6.8% | -13.3% | +6.5% | -5.7% |
| 30D | -2.1% | -21.9% | +19.7% | -0.4% |
| 3M | -7.5% | -25.9% | +18.4% | -5.7% |
| 6M | -15.2% | -44.2% | +29.1% | -12.9% |
| YTD | -4.8% | -17.3% | +12.5% | -6.6% |
| 1Y | +6.7% | -34.5% | +41.2% | +6.7% |
| 3Y | +212.7% | -66.7% | +279.4% | +209.7% |
| 5Y | +151.7% | -93.4% | +245.1% | +179.6% |
| 10Y | +330.3% | +78.7% | +251.7% | +294.0% |
| All | +376.1% | +19.0% | +357.2% | +374.5% |
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