+411.8%
GE vs SEDG
-93.5%
+505.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +0.4% |
| 7D | +2.7% | -13.3% | +16.0% | +3.7% |
| 30D | +8.1% | -21.9% | +29.9% | +9.8% |
| 3M | -7.9% | -25.9% | +18.0% | -6.3% |
| 6M | +12.9% | -44.2% | +57.1% | +15.2% |
| YTD | +8.2% | -17.3% | +25.5% | +5.7% |
| 1Y | +9.7% | -34.5% | +44.2% | +9.0% |
| 3Y | +266.1% | -66.7% | +332.8% | +269.0% |
| All | +411.8% | -93.5% | +505.2% | +558.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling