+7.2%
GEHC vs SEDG
-89.5%
+96.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.6% | +5.2% | -0.1% |
| 7D | -7.2% | +1.4% | -8.6% | -7.3% |
| 30D | -11.6% | +8.3% | -19.9% | -12.2% |
| 3M | -0.8% | -40.7% | +39.8% | +1.8% |
| 6M | -11.9% | -3.9% | -8.0% | -14.5% |
| YTD | -21.9% | +20.2% | -42.2% | -26.3% |
| 1Y | -17.8% | +17.6% | -35.4% | -23.2% |
| 3Y | -3.5% | -76.6% | +73.1% | +3.1% |
| All | +7.2% | -89.5% | +96.6% | +29.0% |
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 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