+7.7%
GEHC vs SEDG
-88.8%
+96.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.4% | -5.8% | -1.7% |
| 7D | -7.9% | +8.7% | -16.6% | -8.4% |
| 30D | -11.7% | +10.3% | -22.0% | -12.4% |
| 3M | +0.8% | -32.6% | +33.4% | +2.5% |
| 6M | -11.6% | -3.6% | -8.0% | -14.1% |
| YTD | -21.6% | +27.4% | -48.9% | -26.3% |
| 1Y | -15.3% | +24.9% | -40.2% | -21.2% |
| 3Y | -0.5% | -75.3% | +74.8% | +6.0% |
| All | +7.7% | -88.8% | +96.5% | +29.1% |
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