+147.5%
GE vs SEDG
+106.4%
+41.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.6% | +5.5% | +0.3% |
| 7D | -4.0% | +1.4% | -5.4% | -4.1% |
| 30D | -11.4% | +8.3% | -19.7% | -12.2% |
| 3M | -2.6% | -40.7% | +38.0% | +0.7% |
| 6M | -0.3% | -3.9% | +3.6% | -3.0% |
| YTD | +5.4% | +20.2% | -14.8% | -0.2% |
| 1Y | +15.5% | +17.6% | -2.1% | +8.4% |
| 3Y | +260.8% | -76.6% | +337.4% | +274.7% |
| 5Y | +421.6% | -87.1% | +508.7% | +461.9% |
| All | +147.5% | +106.4% | +41.0% | +109.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling