+509.8%
GDXJ vs SEDG
+83.3%
+426.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +4.4% | -8.4% | -4.5% |
| 7D | -6.2% | +8.7% | -14.9% | -7.2% |
| 30D | +4.6% | +10.3% | -5.7% | +3.3% |
| 3M | +31.3% | -32.6% | +63.9% | +35.2% |
| 6M | -10.7% | -3.6% | -7.1% | -13.4% |
| YTD | +9.1% | +27.4% | -18.3% | +1.8% |
| 1Y | +44.1% | +24.9% | +19.2% | +33.5% |
| 3Y | +285.4% | -75.3% | +360.7% | +298.1% |
| 5Y | +228.4% | -86.3% | +314.7% | +253.3% |
| 10Y | +226.5% | +117.7% | +108.8% | +174.9% |
| All | +509.8% | +83.3% | +426.5% | +480.2% |
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