+285.7%
GDXJ vs SEDG
-77.1%
+362.8%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.6% | +6.7% | +1.5% |
| 7D | -2.8% | +1.4% | -4.2% | -3.0% |
| 30D | +5.0% | +8.3% | -3.4% | +4.1% |
| 3M | +24.1% | -40.7% | +64.7% | +28.2% |
| 6M | -7.4% | -3.9% | -3.4% | -9.3% |
| YTD | +10.2% | +20.2% | -10.0% | +5.4% |
| 1Y | +42.5% | +17.6% | +24.9% | +36.0% |
| 3Y | +285.7% | -76.6% | +362.3% | +319.0% |
| All | +285.7% | -77.1% | +362.8% | +319.0% |
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