+12.0%
GEHC vs SEDG
-88.9%
+100.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +6.5% | -9.5% | -3.5% |
| 7D | -5.2% | +12.1% | -17.3% | -6.0% |
| 30D | -7.0% | +14.7% | -21.7% | -8.0% |
| 3M | +3.3% | -43.0% | +46.3% | +6.4% |
| 6M | -10.0% | +9.0% | -19.0% | -13.6% |
| YTD | -18.5% | +26.3% | -44.7% | -23.3% |
| 1Y | -14.4% | +8.9% | -23.3% | -19.3% |
| 3Y | +3.4% | -75.5% | +79.0% | +10.2% |
| All | +12.0% | -88.9% | +100.9% | +34.3% |
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 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