+225.2%
GE vs SEDG
+19.0%
+206.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +0.4% |
| 7D | +2.7% | -13.3% | +16.0% | +3.9% |
| 30D | +8.1% | -21.9% | +29.9% | +10.1% |
| 3M | -7.9% | -25.9% | +18.0% | -6.0% |
| 6M | +12.9% | -44.2% | +57.1% | +15.7% |
| YTD | +8.2% | -17.3% | +25.5% | +5.6% |
| 1Y | +9.7% | -34.5% | +44.2% | +9.1% |
| 3Y | +266.1% | -66.7% | +332.8% | +257.8% |
| 5Y | +407.4% | -93.4% | +500.8% | +474.1% |
| 10Y | +150.3% | +78.7% | +71.7% | +105.5% |
| All | +225.2% | +19.0% | +206.3% | +178.4% |
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